+63.1%
DD vs WING
-35.4%
+98.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -7.4% | -6.0% | -1.4% | -6.8% |
| 3M | -6.4% | -23.5% | +17.0% | -3.6% |
| 6M | -2.5% | -52.0% | +49.5% | +6.8% |
| YTD | +10.2% | -53.8% | +64.0% | +20.5% |
| 1Y | +36.9% | -63.8% | +100.7% | +54.5% |
| 3Y | +47.0% | -30.8% | +77.8% | +41.5% |
| 5Y | +63.1% | -34.3% | +97.4% | +44.5% |
| All | +63.1% | -35.4% | +98.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling