+610.7%
PBR vs WING
+637.4%
-26.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -29.3% | +29.5% | -58.8% | -32.6% |
| 3M | +5.5% | +40.2% | -34.6% | -1.6% |
| 6M | -2.9% | +32.7% | -35.6% | -9.6% |
| YTD | +61.5% | -32.8% | +94.3% | +66.6% |
| 1Y | +46.9% | -31.7% | +78.6% | +50.5% |
| 3Y | +66.4% | -24.7% | +91.2% | +55.0% |
| 5Y | +460.3% | -0.5% | +460.8% | +359.2% |
| 10Y | +564.6% | +647.5% | -82.8% | +122.5% |
| All | +610.7% | +637.4% | -26.7% | +127.5% |
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