+449.1%
PL vs WING
-29.7%
+478.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.3% | -3.9% | -5.5% | -8.6% |
| 30D | -18.9% | -11.6% | -7.4% | -17.2% |
| 3M | -58.4% | -24.2% | -34.2% | -56.3% |
| 6M | -30.3% | -54.1% | +23.8% | -18.8% |
| YTD | -8.1% | -53.9% | +45.8% | +6.2% |
| 1Y | +180.5% | -64.4% | +244.8% | +245.1% |
| All | +449.1% | -29.7% | +478.8% | +428.2% |
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 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