+265.2%
DIA vs WING
+685.5%
-420.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +0.9% | +5.0% | -4.1% | +0.2% |
| 30D | +1.1% | +38.7% | -37.6% | -3.4% |
| 3M | -2.9% | +44.7% | -47.6% | -8.2% |
| 6M | +5.9% | +31.5% | -25.6% | +0.8% |
| YTD | +9.8% | -28.4% | +38.2% | +12.3% |
| 1Y | +11.7% | -28.2% | +39.9% | +14.0% |
| 3Y | +59.5% | -18.4% | +78.0% | +52.8% |
| 5Y | +57.5% | +5.2% | +52.3% | +39.3% |
| 10Y | +235.9% | +699.8% | -463.9% | +108.2% |
| All | +265.2% | +685.5% | -420.3% | +121.3% |
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