+117.6%
DT vs WING
+30.6%
+87.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -3.3% | -3.9% | +0.6% | -2.3% |
| 30D | +2.0% | -11.6% | +13.6% | +5.1% |
| 3M | +20.0% | -24.2% | +44.2% | +28.2% |
| 6M | +39.3% | -54.1% | +93.4% | +70.9% |
| YTD | +19.8% | -53.9% | +73.7% | +43.7% |
| 1Y | +4.3% | -64.4% | +68.6% | +34.8% |
| 3Y | +7.7% | -30.2% | +37.9% | -7.8% |
| 5Y | -26.8% | -34.1% | +7.3% | -40.2% |
| All | +117.6% | +30.6% | +87.0% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling