+603.6%
WING vs PENG
+520.3%
+83.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +1.9% |
| 7D | +14.0% | -36.7% | +50.7% | +20.1% |
| 30D | +47.7% | -42.0% | +89.7% | +56.6% |
| 3M | +34.2% | -33.2% | +67.4% | +38.8% |
| 6M | +13.6% | +2.1% | +11.4% | +5.3% |
| YTD | -30.0% | +90.3% | -120.3% | -42.1% |
| 1Y | -33.9% | +67.7% | -101.6% | -44.3% |
| 3Y | -18.7% | +154.2% | -172.9% | -39.3% |
| 5Y | +5.5% | +28.3% | -22.8% | -16.9% |
| All | +603.6% | +520.3% | +83.3% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling