+223.9%
PR vs WING
+7.0%
+216.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.8% |
| 7D | -16.5% | +14.0% | -30.5% | -17.5% |
| 30D | -4.5% | +47.7% | -52.2% | -7.7% |
| 3M | +8.5% | +34.2% | -25.7% | +5.4% |
| 6M | -3.3% | +13.6% | -16.9% | -5.1% |
| YTD | +55.7% | -30.0% | +85.7% | +59.4% |
| 1Y | +82.0% | -33.9% | +116.0% | +87.1% |
| 3Y | +62.5% | -18.7% | +81.1% | +52.6% |
| 5Y | +223.9% | +5.5% | +218.4% | +197.8% |
| All | +223.9% | +7.0% | +216.9% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling