+317.1%
DLR vs WING
+405.9%
-88.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.6% | -3.9% | +5.4% | +2.0% |
| 30D | -3.4% | -11.6% | +8.2% | -2.3% |
| 3M | +0.5% | -24.2% | +24.7% | +2.8% |
| 6M | +4.6% | -54.1% | +58.6% | +12.5% |
| YTD | +23.4% | -53.9% | +77.3% | +31.8% |
| 1Y | +19.0% | -64.4% | +83.4% | +30.5% |
| 3Y | +56.5% | -30.2% | +86.7% | +53.1% |
| 5Y | +33.3% | -34.1% | +67.4% | +26.6% |
| 10Y | +165.1% | +342.1% | -177.0% | +110.0% |
| All | +317.1% | +405.9% | -88.8% | +221.5% |
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