+575.8%
WING vs PENG
+689.3%
-113.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.7% |
| 7D | -2.5% | +13.2% | -15.7% | -4.2% |
| 30D | +29.5% | -29.9% | +59.5% | +33.9% |
| 3M | +40.2% | -22.2% | +62.4% | +42.0% |
| 6M | +32.7% | -1.9% | +34.6% | +25.1% |
| YTD | -32.8% | +142.1% | -174.9% | -46.3% |
| 1Y | -31.7% | +151.5% | -183.2% | -45.8% |
| 3Y | -24.7% | +206.9% | -231.7% | -45.2% |
| 5Y | -0.5% | +58.2% | -58.7% | -23.9% |
| All | +575.8% | +689.3% | -113.5% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling