+34.4%
PEG vs WING
-33.6%
+68.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.9% |
| 30D | -2.6% | -5.6% | +3.0% | -2.4% |
| 3M | -7.6% | -22.9% | +15.3% | -6.5% |
| 6M | -12.2% | -50.4% | +38.3% | -9.2% |
| YTD | -8.1% | -53.3% | +45.3% | -5.0% |
| 1Y | -7.0% | -61.2% | +54.2% | -2.9% |
| 3Y | +30.6% | -30.1% | +60.6% | +25.0% |
| 5Y | +34.4% | -35.0% | +69.4% | +21.6% |
| All | +34.4% | -33.6% | +68.0% | +21.6% |
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