+14.4%
DBX vs WING
+334.8%
-320.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.4% | -14.4% | -7.5% |
| 7D | -8.6% | +8.6% | -17.1% | -10.0% |
| 30D | -5.2% | +44.8% | -49.9% | -11.7% |
| 3M | -6.4% | +51.9% | -58.4% | -14.3% |
| 6M | +12.7% | +37.2% | -24.5% | +4.2% |
| YTD | +17.2% | -25.3% | +42.5% | +20.0% |
| 1Y | +5.5% | -25.1% | +30.6% | +7.7% |
| 3Y | +24.1% | -12.9% | +37.0% | +12.9% |
| 5Y | +14.2% | +12.0% | +2.2% | -8.9% |
| All | +14.4% | +334.8% | -320.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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