-36.2%
WING vs DTE
+31.2%
-67.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | -0.5% | -2.4% | +1.9% | -0.1% |
| 3M | -23.9% | -7.3% | -16.6% | -22.9% |
| 6M | -48.9% | -7.6% | -41.2% | -48.2% |
| YTD | -53.3% | +5.8% | -59.2% | -54.0% |
| 1Y | -60.3% | +2.3% | -62.6% | -60.6% |
| 3Y | -30.1% | +45.0% | -75.1% | -38.6% |
| 5Y | -36.2% | +33.2% | -69.4% | -38.7% |
| All | -36.2% | +31.2% | -67.4% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling