+82.3%
DT vs WING
+102.9%
-20.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.1% |
| 7D | -7.5% | +5.0% | -12.5% | -8.9% |
| 30D | -31.5% | +38.7% | -70.2% | -38.1% |
| 3M | -14.0% | +44.7% | -58.7% | -24.4% |
| 6M | +6.9% | +31.5% | -24.6% | -4.5% |
| YTD | +0.3% | -28.4% | +28.8% | +4.5% |
| 1Y | -6.9% | -28.2% | +21.3% | -3.7% |
| 3Y | -13.9% | -18.4% | +4.5% | -26.8% |
| 5Y | -39.9% | +5.2% | -45.2% | -57.6% |
| All | +82.3% | +102.9% | -20.5% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling