+191.2%
ROP vs WING
+656.3%
-465.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | +2.1% | +9.0% | -6.9% | +0.8% |
| 30D | +32.9% | +39.9% | -7.0% | +26.1% |
| 3M | +20.3% | +40.4% | -20.1% | +13.5% |
| 6M | +36.8% | +12.9% | +23.9% | +32.6% |
| YTD | +8.1% | -31.1% | +39.2% | +11.7% |
| 1Y | +8.3% | -32.7% | +41.0% | +12.0% |
| 3Y | -3.2% | -19.8% | +16.6% | -7.6% |
| 5Y | +1.7% | +4.0% | -2.3% | -11.5% |
| 10Y | +199.2% | +684.4% | -485.2% | +78.4% |
| All | +191.2% | +656.3% | -465.2% | +69.6% |
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