-32.3%
WING vs DTE
+45.3%
-77.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +0.2% | -2.0% | +2.2% | 0.0% |
| 30D | -0.5% | -2.4% | +1.9% | -0.7% |
| 3M | -23.9% | -7.3% | -16.6% | -24.3% |
| 6M | -48.9% | -7.6% | -41.2% | -49.1% |
| YTD | -53.3% | +5.8% | -59.2% | -52.8% |
| 1Y | -60.3% | +2.3% | -62.6% | -59.9% |
| All | -32.3% | +45.3% | -77.6% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling