-18.4%
WING vs PENG
+191.8%
-210.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -4.0% |
| 7D | +5.0% | -16.1% | +21.0% | +6.0% |
| 30D | +38.7% | -41.5% | +80.2% | +43.9% |
| 3M | +44.7% | -19.1% | +63.8% | +45.4% |
| 6M | +31.5% | +0.9% | +30.6% | +24.3% |
| YTD | -28.4% | +128.2% | -156.6% | -41.6% |
| 1Y | -28.2% | +98.6% | -126.8% | -40.3% |
| 3Y | -18.4% | +188.2% | -206.6% | -42.5% |
| All | -18.4% | +191.8% | -210.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling