-95.6%
DFNS vs WING
+35.1%
-130.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -12.3% |
| 7D | -44.0% | +9.0% | -53.1% | -43.6% |
| 30D | -69.1% | +39.9% | -109.1% | -68.7% |
| 3M | -95.6% | +40.4% | -136.0% | -95.6% |
| All | -95.6% | +35.1% | -130.8% | -95.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling