+429.1%
ROST vs WING
+405.9%
+23.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -3.9% | +4.8% | +1.6% |
| 30D | -8.9% | -11.6% | +2.7% | -7.0% |
| 3M | -0.8% | -24.2% | +23.4% | +3.5% |
| 6M | +8.5% | -54.1% | +62.5% | +23.6% |
| YTD | +28.6% | -53.9% | +82.5% | +44.7% |
| 1Y | +52.3% | -64.4% | +116.7% | +79.5% |
| 3Y | +94.8% | -30.2% | +125.0% | +85.6% |
| 5Y | +110.8% | -34.1% | +144.9% | +92.0% |
| 10Y | +304.5% | +342.1% | -37.6% | +144.9% |
| All | +429.1% | +405.9% | +23.2% | +207.7% |
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 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