+120.1%
DD vs WING
+685.5%
-565.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.8% |
| 7D | +2.2% | +5.0% | -2.7% | +1.4% |
| 30D | +20.7% | +38.7% | -18.0% | +14.3% |
| 3M | +11.3% | +44.7% | -33.4% | +4.1% |
| 6M | +6.0% | +31.5% | -25.5% | -0.1% |
| YTD | +31.7% | -28.4% | +60.1% | +35.3% |
| 1Y | +32.2% | -28.2% | +60.4% | +35.5% |
| 3Y | +92.7% | -18.4% | +111.1% | +84.1% |
| 5Y | +72.1% | +5.2% | +66.9% | +49.7% |
| 10Y | +99.7% | +699.8% | -600.2% | +13.3% |
| All | +120.1% | +685.5% | -565.5% | +21.6% |
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