+403.1%
PL vs WING
-18.5%
+421.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -9.9% |
| 7D | -20.5% | +14.0% | -34.5% | -22.6% |
| 30D | -38.8% | +47.7% | -86.5% | -43.6% |
| 3M | -49.1% | +34.2% | -83.3% | -52.5% |
| 6M | -69.4% | +13.6% | -82.9% | -70.5% |
| YTD | -42.3% | -30.0% | -12.3% | -38.9% |
| 1Y | -14.2% | -33.9% | +19.7% | -8.4% |
| All | +403.1% | -18.5% | +421.6% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling