+99.4%
DE vs WING
-35.5%
+135.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +9.7% | -0.5% | +10.2% | +9.6% |
| 3M | +21.4% | -23.9% | +45.2% | +23.6% |
| 6M | +15.0% | -48.9% | +63.9% | +21.1% |
| YTD | +46.4% | -53.3% | +99.8% | +54.3% |
| 1Y | +45.6% | -60.3% | +105.9% | +55.7% |
| 3Y | +76.8% | -30.1% | +106.9% | +68.3% |
| 5Y | +99.4% | -36.2% | +135.6% | +84.8% |
| All | +99.4% | -35.5% | +135.0% | +84.8% |
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