+65.2%
PR vs WING
+679.4%
-614.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -16.4% | +9.0% | -25.5% | -17.2% |
| 30D | -1.9% | +39.9% | -41.8% | -5.2% |
| 3M | +8.0% | +40.4% | -32.5% | +3.8% |
| 6M | +4.1% | +12.9% | -8.8% | +1.8% |
| YTD | +58.7% | -31.1% | +89.8% | +62.3% |
| 1Y | +75.8% | -32.7% | +108.5% | +79.9% |
| 3Y | +73.2% | -19.8% | +93.0% | +66.1% |
| 5Y | +230.1% | +4.0% | +226.2% | +194.6% |
| All | +65.2% | +679.4% | -614.2% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling