-23.2%
ROP vs WING
-63.8%
+40.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.2% |
| 3M | +18.8% | -23.5% | +42.3% | +21.4% |
| 6M | +8.2% | -52.0% | +60.2% | +13.9% |
| YTD | -10.5% | -53.8% | +43.3% | -5.6% |
| All | -23.2% | -63.8% | +40.6% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling