+133.4%
ROP vs WING
+341.7%
-208.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | -1.6% | -6.0% | +4.4% | -0.9% |
| 3M | +18.8% | -23.5% | +42.3% | +23.1% |
| 6M | +8.2% | -52.0% | +60.2% | +19.8% |
| YTD | -10.5% | -53.8% | +43.3% | -1.1% |
| 1Y | -23.7% | -63.8% | +40.1% | -12.8% |
| 3Y | -17.9% | -30.8% | +12.9% | -20.7% |
| 5Y | -15.3% | -34.3% | +18.9% | -21.3% |
| 10Y | +133.4% | +352.4% | -219.0% | +48.7% |
| All | +133.4% | +341.7% | -208.3% | +48.7% |
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