+445.2%
ROST vs WING
+637.7%
-192.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -4.3% | +42.5% | -46.8% | -11.2% |
| 6M | +9.4% | +29.4% | -20.0% | +2.2% |
| YTD | +32.5% | -32.8% | +65.3% | +38.0% |
| 1Y | +46.9% | -33.5% | +80.3% | +53.0% |
| 3Y | +98.1% | -23.4% | +121.5% | +87.5% |
| 5Y | +116.9% | -0.4% | +117.4% | +82.3% |
| 10Y | +310.9% | +647.8% | -336.9% | +126.0% |
| All | +445.2% | +637.7% | -192.6% | +193.5% |
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