+84.5%
PR vs WING
+618.8%
-534.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +6.0% | -2.7% | +8.7% | +6.2% |
| 30D | -4.2% | +29.3% | -33.5% | -6.8% |
| 3M | +10.0% | +39.9% | -29.9% | +5.6% |
| 6M | +15.6% | +32.4% | -16.8% | +10.9% |
| YTD | +68.2% | -32.9% | +101.1% | +72.2% |
| 1Y | +79.2% | -31.9% | +111.1% | +82.8% |
| 3Y | +94.9% | -24.9% | +119.8% | +88.3% |
| 5Y | +272.8% | -0.7% | +273.5% | +234.0% |
| All | +84.5% | +618.8% | -534.3% | +23.3% |
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