-100.0%
DFNS vs WING
+46.1%
-146.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.4% | -11.4% | -2.6% |
| 7D | -42.8% | +8.6% | -51.4% | -42.6% |
| 30D | -67.6% | +44.8% | -112.3% | -67.1% |
| 3M | -94.9% | +51.9% | -146.8% | -94.8% |
| 6M | -96.7% | +37.2% | -134.0% | -96.7% |
| YTD | -99.6% | -25.3% | -74.3% | -99.6% |
| 1Y | -99.7% | -25.1% | -74.6% | -99.7% |
| 3Y | -100.0% | -12.9% | -87.1% | -100.0% |
| 5Y | -100.0% | +12.0% | -112.0% | -100.0% |
| All | -100.0% | +46.1% | -146.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling