+111.8%
DG vs WING
+675.9%
-564.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.0% |
| 7D | +5.2% | +5.0% | +0.2% | +4.6% |
| 30D | +7.9% | +38.7% | -30.8% | +3.7% |
| 3M | +12.7% | +44.7% | -32.0% | +7.5% |
| 6M | +22.4% | +31.5% | -9.1% | +17.7% |
| YTD | +5.4% | -28.4% | +33.8% | +7.5% |
| 1Y | +39.4% | -28.2% | +67.6% | +41.8% |
| 3Y | +24.1% | -18.4% | +42.5% | +19.7% |
| 5Y | -32.2% | +5.2% | -37.4% | -39.2% |
| 10Y | +111.8% | +699.8% | -588.0% | +42.4% |
| All | +111.8% | +675.9% | -564.1% | +42.4% |
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