+404.4%
WING vs DVA
+125.1%
+279.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -3.9% | +1.8% | -5.7% | -4.3% |
| 30D | -11.6% | -2.5% | -9.1% | -11.0% |
| 3M | -24.2% | -4.3% | -19.9% | -23.9% |
| 6M | -54.1% | +18.9% | -72.9% | -56.6% |
| YTD | -53.9% | +61.9% | -115.9% | -60.3% |
| 1Y | -64.4% | +35.7% | -100.1% | -67.8% |
| 3Y | -30.2% | +78.6% | -108.8% | -41.4% |
| 5Y | -34.1% | +39.2% | -73.3% | -42.9% |
| 10Y | +342.1% | +184.0% | +158.1% | +213.7% |
| All | +404.4% | +125.1% | +279.3% | +310.0% |
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