+785.6%
DE vs WING
+637.4%
+148.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.3% | -2.5% | +2.8% | +0.6% |
| 30D | +3.6% | +29.5% | -26.0% | -0.2% |
| 3M | +10.2% | +40.2% | -29.9% | +4.4% |
| 6M | +16.6% | +32.7% | -16.1% | +10.3% |
| YTD | +45.8% | -32.8% | +78.6% | +50.2% |
| 1Y | +43.9% | -31.7% | +75.6% | +47.6% |
| 3Y | +89.6% | -24.7% | +114.3% | +81.3% |
| 5Y | +100.3% | -0.5% | +100.8% | +74.3% |
| 10Y | +760.8% | +647.5% | +113.3% | +373.5% |
| All | +785.6% | +637.4% | +148.2% | +369.1% |
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