+82.3%
PL vs WING
-34.0%
+116.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -9.3% | -3.9% | -5.5% | -8.3% |
| 30D | -18.9% | -11.6% | -7.4% | -16.6% |
| 3M | -58.4% | -24.2% | -34.2% | -55.6% |
| 6M | -30.3% | -54.1% | +23.8% | -14.9% |
| YTD | -8.1% | -53.9% | +45.8% | +10.8% |
| 1Y | +180.5% | -64.4% | +244.8% | +262.7% |
| 3Y | +444.1% | -30.2% | +474.3% | +404.1% |
| All | +82.3% | -34.0% | +116.3% | +59.5% |
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 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