+83.0%
PL vs WING
-18.6%
+101.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -58.4% | -24.2% | -34.2% | -55.7% |
| 6M | -30.3% | -54.1% | +23.8% | -15.3% |
| YTD | -8.1% | -53.9% | +45.8% | +10.2% |
| 1Y | +180.5% | -64.4% | +244.8% | +260.1% |
| 3Y | +444.1% | -30.2% | +474.3% | +410.8% |
| 5Y | +83.0% | -34.1% | +117.1% | +55.7% |
| All | +83.0% | -18.6% | +101.6% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling