+112.0%
ROST vs WING
-35.4%
+147.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.2% | -0.1% | +0.4% | +0.2% |
| 30D | -10.0% | -6.0% | -3.9% | -9.3% |
| 3M | +1.2% | -23.5% | +24.7% | +4.8% |
| 6M | +8.9% | -52.0% | +60.9% | +21.0% |
| YTD | +28.1% | -53.8% | +81.9% | +41.8% |
| 1Y | +53.0% | -63.8% | +116.8% | +76.1% |
| 3Y | +97.9% | -30.8% | +128.6% | +82.0% |
| 5Y | +112.0% | -34.3% | +146.3% | +75.8% |
| All | +112.0% | -35.4% | +147.4% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling