-0.4%
PL vs WING
-23.2%
+22.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.1% | -6.5% |
| 7D | -11.7% | +21.0% | -32.7% | -12.5% |
| 30D | -27.1% | +56.9% | -84.0% | -29.0% |
| 3M | -44.6% | +38.4% | -83.0% | -45.7% |
| 6M | -67.2% | +12.0% | -79.2% | -67.2% |
| YTD | -35.9% | -29.2% | -6.6% | -30.3% |
| 1Y | -0.4% | -28.8% | +28.4% | +4.5% |
| All | -0.4% | -23.2% | +22.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling