+311.1%
ROST vs WING
+620.6%
-309.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.8% |
| 7D | +0.9% | -3.9% | +4.8% | +1.5% |
| 30D | +5.1% | +26.6% | -21.5% | +0.1% |
| 3M | -4.3% | +42.5% | -46.8% | -11.4% |
| 6M | +9.4% | +29.4% | -20.0% | +2.0% |
| YTD | +32.5% | -32.8% | +65.3% | +38.3% |
| 1Y | +46.9% | -33.5% | +80.3% | +53.3% |
| 3Y | +98.1% | -23.4% | +121.5% | +86.1% |
| 5Y | +116.9% | -0.4% | +117.4% | +79.1% |
| All | +311.1% | +620.6% | -309.4% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling