+176.6%
PEG vs WING
+672.3%
-495.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +5.0% | +32.3% | -27.3% | +2.4% |
| 3M | -0.3% | +50.2% | -50.5% | -4.0% |
| 6M | -2.7% | +31.7% | -34.3% | -5.6% |
| YTD | -5.1% | -29.6% | +24.5% | -3.7% |
| 1Y | -8.3% | -29.7% | +21.5% | -7.1% |
| 3Y | +33.0% | -19.8% | +52.8% | +28.5% |
| 5Y | +41.3% | +3.1% | +38.2% | +29.4% |
| 10Y | +164.5% | +682.9% | -518.3% | +89.2% |
| All | +176.6% | +672.3% | -495.7% | +97.7% |
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