+394.9%
PSX vs WING
+405.9%
-11.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +4.5% | -3.9% | +8.4% | +4.9% |
| 30D | +26.6% | -11.6% | +38.2% | +27.8% |
| 3M | +39.3% | -24.2% | +63.5% | +42.0% |
| 6M | +56.8% | -54.1% | +110.9% | +67.2% |
| YTD | +101.8% | -53.9% | +155.7% | +113.7% |
| 1Y | +99.6% | -64.4% | +164.0% | +116.7% |
| 3Y | +140.3% | -30.2% | +170.5% | +130.5% |
| 5Y | +339.3% | -34.1% | +373.4% | +313.5% |
| 10Y | +369.9% | +342.1% | +27.7% | +197.1% |
| All | +394.9% | +405.9% | -11.0% | +200.0% |
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