+3.1%
WING vs PENG
+68.7%
-65.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.3% | -12.0% | -3.1% |
| 7D | -0.5% | +1.9% | -2.4% | -1.4% |
| 30D | +32.3% | -37.8% | +70.1% | +39.8% |
| 3M | +50.2% | -14.1% | +64.3% | +50.0% |
| 6M | +31.7% | +13.1% | +18.5% | +18.7% |
| YTD | -29.6% | +151.8% | -181.4% | -47.7% |
| 1Y | -29.7% | +136.0% | -165.7% | -47.2% |
| 3Y | -19.8% | +217.9% | -237.7% | -49.5% |
| 5Y | +3.1% | +64.1% | -61.0% | -33.2% |
| All | +3.1% | +68.7% | -65.6% | -33.2% |
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