+405.5%
WING vs DTE
+212.2%
+193.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | -6.0% | -1.9% | -4.2% | -5.5% |
| 3M | -23.5% | -3.3% | -20.2% | -22.6% |
| 6M | -52.0% | -7.1% | -44.9% | -50.9% |
| YTD | -53.8% | +8.1% | -61.9% | -55.3% |
| 1Y | -63.8% | +5.3% | -69.1% | -64.7% |
| 3Y | -30.8% | +48.2% | -78.9% | -41.9% |
| 5Y | -34.3% | +33.2% | -67.5% | -42.7% |
| 10Y | +352.4% | +137.5% | +214.9% | +196.4% |
| All | +405.5% | +212.2% | +193.3% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling