+301.4%
DLR vs WING
+719.8%
-418.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +2.5% |
| 7D | +2.4% | +8.6% | -6.2% | +1.5% |
| 30D | +0.7% | +44.8% | -44.0% | -3.2% |
| 3M | -6.4% | +51.9% | -58.4% | -10.9% |
| 6M | -6.5% | +37.2% | -43.8% | -10.6% |
| YTD | +18.8% | -25.3% | +44.1% | +20.2% |
| 1Y | +9.0% | -25.1% | +34.1% | +10.1% |
| 3Y | +54.5% | -12.9% | +67.4% | +48.2% |
| 5Y | +35.8% | +12.0% | +23.8% | +21.8% |
| 10Y | +177.5% | +716.5% | -539.0% | +106.2% |
| All | +301.4% | +719.8% | -418.4% | +193.3% |
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