+189.9%
ROP vs WING
+685.5%
-495.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | +0.2% | +5.0% | -4.8% | -0.6% |
| 30D | +30.3% | +38.7% | -8.4% | +23.7% |
| 3M | +17.8% | +44.7% | -26.9% | +10.5% |
| 6M | +38.9% | +31.5% | +7.4% | +31.5% |
| YTD | +7.6% | -28.4% | +36.0% | +10.5% |
| 1Y | +6.5% | -28.2% | +34.7% | +9.0% |
| 3Y | -6.3% | -18.4% | +12.1% | -10.7% |
| 5Y | +0.9% | +5.2% | -4.3% | -12.4% |
| 10Y | +180.7% | +699.8% | -519.1% | +66.7% |
| All | +189.9% | +685.5% | -495.7% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling