-11.8%
ROP vs WING
-34.0%
+22.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -4.4% | -3.9% | -0.6% | -4.0% |
| 30D | +3.2% | -11.6% | +14.8% | +4.6% |
| 3M | +23.1% | -24.2% | +47.3% | +26.9% |
| 6M | +13.3% | -54.1% | +67.4% | +23.9% |
| YTD | -7.9% | -53.9% | +46.1% | +0.1% |
| 1Y | -22.1% | -64.4% | +42.3% | -12.7% |
| 3Y | -16.8% | -30.2% | +13.4% | -20.9% |
| All | -11.8% | -34.0% | +22.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling