+303.9%
DGX vs WING
+407.0%
-103.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.2% | -6.0% | +4.8% | -0.8% |
| 3M | +19.9% | -23.5% | +43.4% | +22.6% |
| 6M | +19.2% | -52.0% | +71.2% | +27.4% |
| YTD | +37.5% | -53.8% | +91.3% | +46.5% |
| 1Y | +31.3% | -63.8% | +95.1% | +43.3% |
| 3Y | +96.6% | -30.8% | +127.4% | +87.2% |
| 5Y | +64.3% | -34.3% | +98.5% | +52.2% |
| 10Y | +241.1% | +352.4% | -111.3% | +122.0% |
| All | +303.9% | +407.0% | -103.1% | +152.8% |
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