+272.9%
DIA vs WING
+405.9%
-132.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -0.2% | -3.9% | +3.7% | +0.3% |
| 30D | -1.5% | -11.6% | +10.0% | -0.2% |
| 3M | +3.8% | -24.2% | +28.0% | +7.0% |
| 6M | +10.3% | -54.1% | +64.3% | +21.1% |
| YTD | +12.1% | -53.9% | +66.0% | +22.2% |
| 1Y | +18.6% | -64.4% | +83.0% | +33.5% |
| 3Y | +60.6% | -30.2% | +90.8% | +56.1% |
| 5Y | +64.4% | -34.1% | +98.5% | +55.1% |
| 10Y | +250.1% | +342.1% | -92.0% | +135.6% |
| All | +272.9% | +405.9% | -132.9% | +140.6% |
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