-69.4%
PL vs WING
+10.4%
-79.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -10.0% |
| 7D | -20.5% | +14.0% | -34.5% | -21.4% |
| 30D | -38.8% | +47.7% | -86.5% | -41.3% |
| 3M | -49.1% | +34.2% | -83.3% | -50.9% |
| 6M | -69.4% | +13.6% | -82.9% | -70.0% |
| All | -69.4% | +10.4% | -79.7% | -70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling