+410.7%
WING vs PSLV
+258.1%
+152.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | -2.3% | +3.3% | -5.6% | -2.8% |
| 30D | -5.6% | +2.1% | -7.8% | -6.1% |
| 3M | -22.9% | +7.1% | -30.0% | -23.9% |
| 6M | -50.4% | -21.6% | -28.8% | -49.1% |
| YTD | -53.3% | -6.7% | -46.6% | -54.1% |
| 1Y | -61.2% | +59.3% | -120.5% | -65.3% |
| 3Y | -30.1% | +182.1% | -212.2% | -44.9% |
| 5Y | -35.0% | +162.6% | -197.6% | -49.1% |
| 10Y | +375.5% | +203.0% | +172.5% | +233.7% |
| All | +410.7% | +258.1% | +152.6% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling