+635.2%
WING vs DVA
+113.6%
+521.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.5% | -8.8% | +6.3% | -0.4% |
| 30D | +29.5% | -3.4% | +32.9% | +30.4% |
| 3M | +40.2% | -2.6% | +42.7% | +40.6% |
| 6M | +32.7% | -11.9% | +44.6% | +35.4% |
| YTD | -32.8% | +53.6% | -86.5% | -41.6% |
| 1Y | -31.7% | +41.9% | -73.6% | -39.4% |
| 3Y | -24.7% | +97.5% | -122.2% | -38.1% |
| 5Y | -0.5% | +65.0% | -65.5% | -17.2% |
| 10Y | +647.5% | +193.2% | +454.3% | +411.3% |
| All | +635.2% | +113.6% | +521.7% | +502.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling