-10.9%
DT vs WING
-13.5%
+2.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | +0.7% |
| 7D | -20.2% | +8.6% | -28.8% | -20.7% |
| 30D | -30.8% | +44.8% | -75.5% | -32.5% |
| 3M | -10.2% | +51.9% | -62.2% | -13.1% |
| 6M | +8.0% | +37.2% | -29.2% | +5.3% |
| YTD | +1.5% | -25.3% | +26.7% | +3.8% |
| 1Y | -6.9% | -25.1% | +18.2% | -4.9% |
| 3Y | -10.9% | -12.9% | +2.0% | -20.7% |
| All | -10.9% | -13.5% | +2.6% | -20.7% |
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 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