+98.2%
DD vs WING
+620.3%
-522.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | -2.5% | +7.5% | +5.3% |
| 30D | +19.7% | +29.5% | -9.8% | +14.6% |
| 3M | +7.2% | +40.2% | -33.0% | +0.8% |
| 6M | +1.0% | +32.7% | -31.7% | -5.0% |
| YTD | +29.1% | -32.8% | +61.9% | +34.1% |
| 1Y | +28.5% | -31.7% | +60.2% | +32.7% |
| 3Y | +89.4% | -24.7% | +114.2% | +82.9% |
| 5Y | +67.1% | -0.5% | +67.6% | +45.7% |
| All | +98.2% | +620.3% | -522.0% | +10.9% |
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