+43.4%
DLTR vs WING
+407.7%
-364.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -1.3% |
| 7D | -10.1% | +7.2% | -17.3% | -11.1% |
| 30D | -8.1% | +4.8% | -12.9% | -9.0% |
| 3M | +2.9% | -23.7% | +26.5% | +6.6% |
| 6M | +4.3% | -43.6% | +47.9% | +12.6% |
| YTD | -3.9% | -50.6% | +46.6% | +5.2% |
| 1Y | +18.9% | -57.0% | +75.9% | +32.3% |
| 3Y | +1.9% | -28.3% | +30.2% | -1.3% |
| 5Y | +31.0% | -32.4% | +63.4% | +22.2% |
| All | +43.4% | +407.7% | -364.3% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling