+15.8%
PPG vs WING
+407.0%
-391.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -7.8% | -6.0% | -1.8% | -7.1% |
| 3M | -2.2% | -23.5% | +21.3% | +1.7% |
| 6M | +4.1% | -52.0% | +56.1% | +16.4% |
| YTD | +9.1% | -53.8% | +62.9% | +21.7% |
| 1Y | +1.0% | -63.8% | +64.8% | +16.8% |
| 3Y | -13.3% | -30.8% | +17.5% | -16.3% |
| 5Y | -19.2% | -34.3% | +15.1% | -24.8% |
| 10Y | +25.9% | +352.4% | -326.5% | -22.0% |
| All | +15.8% | +407.0% | -391.2% | -30.9% |
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