+6.2%
DT vs WING
-31.3%
+37.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | +2.7% | -6.0% | +8.7% | +3.1% |
| 3M | +20.0% | -23.5% | +43.4% | +22.6% |
| 6M | +28.0% | -52.0% | +80.0% | +36.5% |
| YTD | +16.0% | -53.8% | +69.8% | +23.5% |
| 1Y | +0.7% | -63.8% | +64.5% | +10.5% |
| 3Y | +6.2% | -30.8% | +37.0% | -8.0% |
| All | +6.2% | -31.3% | +37.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling