+302.7%
ROST vs WING
+379.2%
-76.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -10.3% | -0.5% | -9.8% | -10.4% |
| 3M | -2.6% | -23.9% | +21.3% | +1.7% |
| 6M | +6.5% | -48.9% | +55.4% | +19.3% |
| YTD | +25.9% | -53.3% | +79.3% | +41.9% |
| 1Y | +52.3% | -60.3% | +112.6% | +76.4% |
| 3Y | +94.6% | -30.1% | +124.6% | +83.8% |
| 5Y | +111.1% | -36.2% | +147.3% | +91.5% |
| All | +302.7% | +379.2% | -76.5% | +135.9% |
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