-100.0%
DFNS vs WING
+31.4%
-131.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | -2.5% | -3.5% | -6.1% |
| 30D | -71.2% | +29.5% | -100.7% | -70.9% |
| 3M | -94.5% | +40.2% | -134.7% | -94.4% |
| 6M | -96.5% | +32.7% | -129.2% | -96.5% |
| YTD | -99.6% | -32.8% | -66.8% | -99.6% |
| 1Y | -99.7% | -31.7% | -68.0% | -99.7% |
| 3Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 5Y | -100.0% | -0.5% | -99.5% | -100.0% |
| All | -100.0% | +31.4% | -131.4% | -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