+70.3%
PR vs WING
+675.9%
-605.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.3% |
| 7D | -9.5% | +5.0% | -14.5% | -10.0% |
| 30D | -5.7% | +38.7% | -44.4% | -8.9% |
| 3M | +3.0% | +44.7% | -41.7% | -1.3% |
| 6M | +11.8% | +31.5% | -19.7% | +7.5% |
| YTD | +58.5% | -28.4% | +86.9% | +61.4% |
| 1Y | +69.9% | -28.2% | +98.1% | +72.5% |
| 3Y | +84.9% | -18.4% | +103.3% | +77.2% |
| 5Y | +246.4% | +5.2% | +241.2% | +209.0% |
| 10Y | +70.3% | +699.8% | -629.5% | +12.3% |
| All | +70.3% | +675.9% | -605.6% | +12.3% |
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