-57.0%
WING vs DTE
+1.0%
-58.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.3% | +5.7% |
| 7D | +7.2% | -2.6% | +9.8% | +6.8% |
| 30D | +4.8% | -4.4% | +9.2% | +4.2% |
| 3M | -23.7% | -8.3% | -15.3% | -23.9% |
| 6M | -43.6% | -8.1% | -35.5% | -43.1% |
| YTD | -50.6% | +4.4% | -55.0% | -49.2% |
| 1Y | -57.0% | +0.2% | -57.2% | -55.3% |
| All | -57.0% | +1.0% | -58.0% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling