-37.9%
DG vs WING
-35.4%
-2.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | +1.0% | -6.0% | +7.0% | +1.5% |
| 3M | +20.3% | -23.5% | +43.8% | +23.1% |
| 6M | -11.7% | -52.0% | +40.2% | -6.3% |
| YTD | -2.3% | -53.8% | +51.5% | +3.7% |
| 1Y | +20.0% | -63.8% | +83.8% | +29.6% |
| 3Y | +7.2% | -30.8% | +38.0% | +4.4% |
| 5Y | -37.9% | -34.3% | -3.6% | -44.7% |
| All | -37.9% | -35.4% | -2.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling