-23.6%
DOC vs WING
-34.0%
+10.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -1.5% | -3.9% | +2.4% | -1.2% |
| 30D | -4.8% | -11.6% | +6.8% | -3.9% |
| 3M | +6.9% | -24.2% | +31.1% | +9.0% |
| 6M | +20.7% | -54.1% | +74.8% | +28.1% |
| YTD | +34.1% | -53.9% | +88.1% | +41.5% |
| 1Y | +22.6% | -64.4% | +87.0% | +32.0% |
| 3Y | +20.8% | -30.2% | +51.0% | +16.4% |
| All | -23.6% | -34.0% | +10.3% | -30.2% |
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