-5.5%
DT vs WING
-29.6%
+24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | -32.2% | +32.3% | -64.5% | -32.0% |
| 3M | -10.9% | +50.2% | -61.1% | -10.8% |
| 6M | +10.0% | +31.7% | -21.7% | +11.0% |
| YTD | +2.1% | -29.6% | +31.7% | +4.5% |
| 1Y | -5.5% | -29.7% | +24.2% | -3.5% |
| All | -5.5% | -29.6% | +24.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling