+148.7%
PEG vs WING
+359.3%
-210.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.4% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | -1.7% | -5.6% | +3.9% | -1.4% |
| 3M | -6.8% | -22.9% | +16.1% | -5.1% |
| 6M | -11.4% | -50.4% | +39.1% | -6.6% |
| YTD | -7.2% | -53.3% | +46.1% | -2.3% |
| 1Y | -6.1% | -61.2% | +55.1% | +0.3% |
| 3Y | +31.8% | -30.1% | +61.8% | +27.2% |
| 5Y | +35.6% | -35.0% | +70.6% | +28.8% |
| 10Y | +148.7% | +375.5% | -226.8% | +78.2% |
| All | +148.7% | +359.3% | -210.6% | +78.2% |
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