+73.3%
DRI vs WING
-34.0%
+107.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +0.6% | -3.9% | +4.4% | +1.3% |
| 30D | +3.8% | -11.6% | +15.4% | +6.0% |
| 3M | +13.0% | -24.2% | +37.2% | +18.3% |
| 6M | +8.3% | -54.1% | +62.4% | +24.4% |
| YTD | +20.6% | -53.9% | +74.5% | +37.4% |
| 1Y | +6.5% | -64.4% | +70.8% | +26.9% |
| 3Y | +53.7% | -30.2% | +83.9% | +44.9% |
| All | +73.3% | -34.0% | +107.2% | +51.0% |
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