-27.4%
DOW vs WING
-2.2%
-25.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.2% |
| 7D | +3.7% | -3.9% | +7.6% | +3.9% |
| 30D | +16.3% | +26.6% | -10.4% | +14.0% |
| 3M | +9.7% | +42.5% | -32.8% | +6.3% |
| 6M | -14.1% | +29.4% | -43.5% | -16.6% |
| YTD | +46.6% | -32.8% | +79.4% | +50.2% |
| 1Y | +56.8% | -33.5% | +90.3% | +60.7% |
| 3Y | -20.4% | -23.4% | +3.0% | -22.6% |
| 5Y | -27.4% | -0.4% | -27.0% | -35.2% |
| All | -27.4% | -2.2% | -25.3% | -35.2% |
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