+39.6%
DUK vs WING
-33.6%
+73.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | -0.1% |
| 30D | +0.2% | -5.6% | +5.9% | +0.3% |
| 3M | -1.9% | -22.9% | +21.0% | -1.5% |
| 6M | -6.5% | -50.4% | +43.9% | -5.7% |
| YTD | +5.4% | -53.3% | +58.8% | +6.3% |
| 1Y | +3.6% | -61.2% | +64.8% | +4.8% |
| 3Y | +48.1% | -30.1% | +78.2% | +42.3% |
| 5Y | +39.6% | -35.0% | +74.6% | +29.0% |
| All | +39.6% | -33.6% | +73.2% | +29.0% |
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 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