+112.2%
DT vs WING
+32.3%
+79.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -0.5% | -2.3% | +1.7% | +0.1% |
| 30D | +0.1% | -5.6% | +5.7% | +1.0% |
| 3M | +24.1% | -22.9% | +47.0% | +32.0% |
| 6M | +30.1% | -50.4% | +80.5% | +55.8% |
| YTD | +16.8% | -53.3% | +70.1% | +39.6% |
| 1Y | -0.1% | -61.2% | +61.1% | +25.6% |
| 3Y | +6.8% | -30.1% | +36.9% | -8.3% |
| 5Y | -28.4% | -35.0% | +6.6% | -40.9% |
| All | +112.2% | +32.3% | +79.9% | +14.0% |
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 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