-28.1%
DT vs WING
-35.4%
+7.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | +2.7% | -6.0% | +8.7% | +3.6% |
| 3M | +20.0% | -23.5% | +43.4% | +26.2% |
| 6M | +28.0% | -52.0% | +80.0% | +49.2% |
| YTD | +16.0% | -53.8% | +69.8% | +34.4% |
| 1Y | +0.7% | -63.8% | +64.5% | +23.9% |
| 3Y | +6.2% | -30.8% | +37.0% | -11.1% |
| 5Y | -28.1% | -34.3% | +6.1% | -42.3% |
| All | -28.1% | -35.4% | +7.3% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling