+68.0%
DD vs WING
+9.2%
+58.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.4% | -2.5% | +4.8% |
| 7D | +9.8% | +8.6% | +1.2% | +8.6% |
| 30D | +19.3% | +44.8% | -25.4% | +13.3% |
| 3M | +9.4% | +51.9% | -42.6% | +2.6% |
| 6M | +4.8% | +37.2% | -32.4% | -0.9% |
| YTD | +30.2% | -25.3% | +55.5% | +33.4% |
| 1Y | +32.2% | -25.1% | +57.3% | +35.0% |
| 3Y | +93.1% | -12.9% | +106.0% | +81.1% |
| 5Y | +68.0% | +12.0% | +56.0% | +40.8% |
| All | +68.0% | +9.2% | +58.8% | +40.8% |
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