+100.9%
DG vs WING
+656.3%
-555.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | +1.1% | +9.0% | -8.0% | +0.1% |
| 30D | +9.5% | +39.9% | -30.4% | +5.3% |
| 3M | +5.5% | +40.4% | -35.0% | +1.0% |
| 6M | +16.1% | +12.9% | +3.2% | +13.6% |
| YTD | +2.7% | -31.1% | +33.7% | +5.2% |
| 1Y | +42.1% | -32.7% | +74.8% | +45.7% |
| 3Y | +19.3% | -19.8% | +39.1% | +15.6% |
| 5Y | -35.3% | +4.0% | -39.3% | -41.6% |
| 10Y | +123.9% | +684.4% | -560.5% | +53.5% |
| All | +100.9% | +656.3% | -555.5% | +35.7% |
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 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