+162.6%
DUK vs WING
+405.9%
-243.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | 0.0% | -3.9% | +3.8% | +0.2% |
| 30D | -1.7% | -11.6% | +9.9% | -1.2% |
| 3M | -0.4% | -24.2% | +23.7% | +0.7% |
| 6M | -7.2% | -54.1% | +46.8% | -4.1% |
| YTD | +5.3% | -53.9% | +59.2% | +8.4% |
| 1Y | +3.0% | -64.4% | +67.3% | +7.4% |
| 3Y | +53.1% | -30.2% | +83.3% | +48.6% |
| 5Y | +37.9% | -34.1% | +72.0% | +32.2% |
| 10Y | +124.8% | +342.1% | -217.3% | +79.7% |
| All | +162.6% | +405.9% | -243.3% | +107.6% |
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