+398.2%
WING vs PSLV
+190.6%
+207.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.9% |
| 7D | +7.2% | -3.5% | +10.7% | +7.8% |
| 30D | +4.8% | -2.1% | +6.9% | +4.9% |
| 3M | -23.7% | -1.6% | -22.0% | -23.7% |
| 6M | -43.6% | -25.5% | -18.1% | -41.5% |
| YTD | -50.6% | -11.4% | -39.2% | -51.1% |
| 1Y | -57.0% | +48.6% | -105.6% | -61.5% |
| 3Y | -28.3% | +166.9% | -195.1% | -44.6% |
| 5Y | -32.4% | +152.4% | -184.8% | -48.3% |
| All | +398.2% | +190.6% | +207.6% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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