+28.9%
PM vs WING
-25.3%
+54.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.8% | -2.6% |
| 7D | -7.3% | +8.6% | -15.8% | -7.5% |
| 30D | -4.0% | +44.8% | -48.8% | -5.0% |
| 3M | +2.7% | +51.9% | -49.2% | +1.5% |
| 6M | +14.9% | +37.2% | -22.4% | +13.7% |
| YTD | +23.5% | -25.3% | +48.8% | +21.6% |
| All | +28.9% | -25.3% | +54.2% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling