+32.3%
DLR vs WING
+4.1%
+28.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.6% | +9.0% | -12.6% | -4.5% |
| 30D | -3.5% | +39.9% | -43.4% | -6.9% |
| 3M | -8.9% | +40.4% | -49.3% | -12.6% |
| 6M | -11.6% | +12.9% | -24.5% | -13.6% |
| YTD | +14.9% | -31.1% | +46.0% | +17.6% |
| 1Y | +6.4% | -32.7% | +39.1% | +9.0% |
| 3Y | +47.3% | -19.8% | +67.1% | +38.8% |
| All | +32.3% | +4.1% | +28.2% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling