+809.7%
DE vs WING
+405.9%
+403.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +10.0% | -3.9% | +13.9% | +10.6% |
| 30D | +13.3% | -11.6% | +24.9% | +14.9% |
| 3M | +17.5% | -24.2% | +41.7% | +21.3% |
| 6M | +13.6% | -54.1% | +67.6% | +25.3% |
| YTD | +49.8% | -53.9% | +103.7% | +63.4% |
| 1Y | +47.9% | -64.4% | +112.2% | +67.2% |
| 3Y | +72.5% | -30.2% | +102.7% | +64.6% |
| 5Y | +90.2% | -34.1% | +124.3% | +76.0% |
| 10Y | +865.4% | +342.1% | +523.2% | +474.7% |
| All | +809.7% | +405.9% | +403.8% | +410.1% |
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