+37.0%
PL vs WING
+9.2%
+27.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +8.4% | +6.1% | +12.2% |
| 7D | +10.9% | +8.6% | +2.3% | +8.5% |
| 30D | -16.4% | +44.8% | -61.1% | -25.0% |
| 3M | -39.9% | +51.9% | -91.9% | -47.4% |
| 6M | -63.2% | +37.2% | -100.4% | -67.2% |
| YTD | -27.1% | -25.3% | -1.8% | -23.8% |
| 1Y | +12.2% | -25.1% | +37.3% | +15.9% |
| 3Y | +584.3% | -12.9% | +597.2% | +505.7% |
| 5Y | +37.0% | +12.0% | +25.0% | +18.3% |
| All | +37.0% | +9.2% | +27.8% | +18.3% |
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