+267.1%
DIA vs WING
+672.3%
-405.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +1.3% | +32.3% | -31.0% | -2.6% |
| 3M | -2.1% | +50.2% | -52.2% | -7.8% |
| 6M | +6.2% | +31.7% | -25.4% | +1.1% |
| YTD | +10.3% | -29.6% | +40.0% | +13.2% |
| 1Y | +11.0% | -29.7% | +40.7% | +13.6% |
| 3Y | +60.4% | -19.8% | +80.2% | +54.0% |
| 5Y | +59.1% | +3.1% | +56.0% | +41.1% |
| 10Y | +237.1% | +682.9% | -445.8% | +109.5% |
| All | +267.1% | +672.3% | -405.2% | +122.9% |
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