-54.2%
DOCS vs WING
+4.1%
-58.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -0.8% | +9.0% | -9.8% | -3.1% |
| 30D | +17.4% | +39.9% | -22.5% | +6.5% |
| 3M | +57.4% | +40.4% | +16.9% | +40.8% |
| 6M | +26.5% | +12.9% | +13.7% | +19.4% |
| YTD | -26.6% | -31.1% | +4.5% | -21.7% |
| 1Y | -48.1% | -32.7% | -15.3% | -44.2% |
| 3Y | +52.6% | -19.8% | +72.4% | +29.1% |
| All | -54.2% | +4.1% | -58.3% | -70.2% |
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