+144.0%
PSX vs WING
-16.7%
+160.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.9% |
| 7D | -7.8% | +5.0% | -12.8% | -7.8% |
| 30D | -9.9% | +38.7% | -48.6% | -9.7% |
| 3M | +16.9% | +44.7% | -27.8% | +17.2% |
| 6M | +48.0% | +31.5% | +16.5% | +48.0% |
| YTD | +98.3% | -28.4% | +126.8% | +99.5% |
| 1Y | +86.2% | -28.2% | +114.3% | +87.0% |
| 3Y | +144.0% | -18.4% | +162.4% | +164.4% |
| All | +144.0% | -16.7% | +160.7% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling