-99.9%
DFNS vs WING
-9.9%
-90.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -16.0% | -3.9% | -12.1% | -16.1% |
| 30D | -77.7% | -11.6% | -66.1% | -77.7% |
| 3M | -77.2% | -24.2% | -53.0% | -77.4% |
| 6M | -95.2% | -54.1% | -41.1% | -95.5% |
| YTD | -98.0% | -53.9% | -44.1% | -98.1% |
| 1Y | -98.3% | -64.4% | -33.9% | -98.4% |
| 3Y | -99.9% | -30.2% | -69.7% | -99.9% |
| 5Y | -99.9% | -34.1% | -65.7% | -99.9% |
| All | -99.9% | -9.9% | -90.0% | -99.9% |
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