+620.0%
WING vs PENG
+644.0%
-24.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.9% |
| 7D | +5.0% | -16.1% | +21.0% | +6.8% |
| 30D | +38.7% | -41.5% | +80.2% | +47.1% |
| 3M | +44.7% | -19.1% | +63.8% | +45.8% |
| 6M | +31.5% | +0.9% | +30.6% | +23.2% |
| YTD | -28.4% | +128.2% | -156.6% | -42.2% |
| 1Y | -28.2% | +98.6% | -126.8% | -40.8% |
| 3Y | -18.4% | +188.2% | -206.6% | -40.0% |
| 5Y | +5.2% | +55.5% | -50.3% | -19.2% |
| All | +620.0% | +644.0% | -24.0% | +351.1% |
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