+8.9%
DOC vs WING
+405.9%
-396.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -1.5% | -3.9% | +2.4% | -1.0% |
| 30D | -4.8% | -11.6% | +6.8% | -3.5% |
| 3M | +6.9% | -24.2% | +31.1% | +10.1% |
| 6M | +20.7% | -54.1% | +74.8% | +32.2% |
| YTD | +34.1% | -53.9% | +88.1% | +45.7% |
| 1Y | +22.6% | -64.4% | +87.0% | +37.4% |
| 3Y | +20.8% | -30.2% | +51.0% | +16.5% |
| 5Y | -24.9% | -34.1% | +9.3% | -29.5% |
| 10Y | -1.8% | +342.1% | -344.0% | -36.3% |
| All | +8.9% | +405.9% | -396.9% | -33.3% |
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