+148.2%
ROP vs WING
+405.9%
-257.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -4.4% | -3.9% | -0.6% | -3.9% |
| 30D | +3.2% | -11.6% | +14.8% | +4.9% |
| 3M | +23.1% | -24.2% | +47.3% | +27.6% |
| 6M | +13.3% | -54.1% | +67.4% | +26.1% |
| YTD | -7.9% | -53.9% | +46.1% | +1.7% |
| 1Y | -22.1% | -64.4% | +42.3% | -10.8% |
| 3Y | -16.8% | -30.2% | +13.4% | -19.4% |
| 5Y | -13.5% | -34.1% | +20.6% | -19.1% |
| 10Y | +137.7% | +342.1% | -204.5% | +54.6% |
| All | +148.2% | +405.9% | -257.7% | +54.4% |
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 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