+11.1%
PL vs WING
+7.0%
+4.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -9.8% |
| 7D | -20.5% | +14.0% | -34.5% | -23.6% |
| 30D | -38.8% | +47.7% | -86.5% | -45.5% |
| 3M | -49.1% | +34.2% | -83.3% | -54.0% |
| 6M | -69.4% | +13.6% | -82.9% | -71.2% |
| YTD | -42.3% | -30.0% | -12.3% | -38.7% |
| 1Y | -14.2% | -33.9% | +19.7% | -7.9% |
| 3Y | +398.7% | -18.7% | +417.4% | +349.5% |
| 5Y | +11.1% | +5.5% | +5.6% | -3.7% |
| All | +11.1% | +7.0% | +4.1% | -3.7% |
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 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