+147.8%
PR vs WING
+864.4%
-716.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.8% |
| 7D | -16.5% | +14.0% | -30.5% | -17.6% |
| 30D | -4.5% | +47.7% | -52.2% | -8.2% |
| 3M | +8.5% | +34.2% | -25.7% | +4.9% |
| 6M | -3.3% | +13.6% | -16.9% | -5.5% |
| YTD | +55.7% | -30.0% | +85.7% | +58.9% |
| 1Y | +82.0% | -33.9% | +116.0% | +86.6% |
| 3Y | +62.5% | -18.7% | +81.1% | +56.0% |
| 5Y | +223.9% | +5.5% | +218.4% | +190.0% |
| 10Y | +64.2% | +696.2% | -632.0% | +13.1% |
| All | +147.8% | +864.4% | -716.6% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling