+67.3%
DD vs WING
+379.2%
-311.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -11.5% | -0.5% | -11.0% | -11.6% |
| 3M | -5.4% | -23.9% | +18.5% | -1.9% |
| 6M | -6.9% | -48.9% | +42.0% | +2.3% |
| YTD | +6.9% | -53.3% | +60.2% | +18.2% |
| 1Y | +35.6% | -60.3% | +95.9% | +53.5% |
| 3Y | +42.5% | -30.1% | +72.6% | +38.2% |
| 5Y | +58.5% | -36.2% | +94.7% | +49.2% |
| All | +67.3% | +379.2% | -311.9% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling