+415.3%
PR vs WING
-34.0%
+449.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.9% | -3.9% | +6.8% | +3.2% |
| 30D | +18.0% | -11.6% | +29.6% | +19.1% |
| 3M | +16.9% | -24.2% | +41.1% | +19.2% |
| 6M | +28.2% | -54.1% | +82.3% | +37.0% |
| YTD | +69.3% | -53.9% | +123.2% | +80.0% |
| 1Y | +69.5% | -64.4% | +133.9% | +85.1% |
| 3Y | +81.7% | -30.2% | +111.9% | +68.7% |
| All | +415.3% | -34.0% | +449.2% | +384.6% |
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