+183.1%
ROP vs WING
+620.6%
-437.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.7% |
| 7D | -2.7% | -3.9% | +1.2% | -2.2% |
| 30D | +29.7% | +26.6% | +3.1% | +24.7% |
| 3M | +21.2% | +42.5% | -21.3% | +13.8% |
| 6M | +48.3% | +29.4% | +18.8% | +40.5% |
| YTD | +8.4% | -32.8% | +41.2% | +12.4% |
| 1Y | +6.0% | -33.5% | +39.5% | +9.8% |
| 3Y | -5.6% | -23.4% | +17.8% | -9.6% |
| 5Y | +1.3% | -0.4% | +1.7% | -12.2% |
| All | +183.1% | +620.6% | -437.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling