-34.8%
WING vs PENG
+115.2%
-150.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.0% |
| 7D | -3.9% | +4.5% | -8.4% | -4.6% |
| 30D | -11.6% | -7.1% | -4.5% | -10.9% |
| 3M | -24.2% | -27.3% | +3.1% | -22.7% |
| 6M | -54.1% | +169.6% | -223.6% | -65.3% |
| YTD | -53.9% | +164.6% | -218.5% | -65.2% |
| 1Y | -64.4% | +109.5% | -173.8% | -72.1% |
| 3Y | -30.2% | +98.9% | -129.1% | -50.3% |
| All | -34.8% | +115.2% | -150.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling