+398.2%
WING vs DTE
+137.8%
+260.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.3% | +6.4% |
| 7D | +7.2% | -2.6% | +9.8% | +8.1% |
| 30D | +4.8% | -4.4% | +9.2% | +6.3% |
| 3M | -23.7% | -8.3% | -15.3% | -21.5% |
| 6M | -43.6% | -8.1% | -35.5% | -42.2% |
| YTD | -50.6% | +4.4% | -55.0% | -51.6% |
| 1Y | -57.0% | +0.2% | -57.2% | -57.4% |
| 3Y | -28.3% | +42.6% | -70.9% | -39.2% |
| 5Y | -32.4% | +31.5% | -63.9% | -41.1% |
| All | +398.2% | +137.8% | +260.3% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling