-32.3%
WING vs DVA
+89.4%
-121.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.5% | +1.7% | -2.1% | -0.8% |
| 3M | -23.9% | -8.7% | -15.2% | -22.9% |
| 6M | -48.9% | +19.7% | -68.5% | -52.0% |
| YTD | -53.3% | +59.6% | -113.0% | -60.7% |
| 1Y | -60.3% | +37.1% | -97.4% | -64.7% |
| All | -32.3% | +89.4% | -121.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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