+229.3%
XEL vs WING
+405.9%
-176.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.0% | -3.9% | +2.9% | -0.8% |
| 30D | -1.9% | -11.6% | +9.7% | -1.4% |
| 3M | -1.9% | -24.2% | +22.3% | -0.7% |
| 6M | -7.4% | -54.1% | +46.6% | -3.9% |
| YTD | +4.1% | -53.9% | +58.0% | +7.6% |
| 1Y | +8.0% | -64.4% | +72.4% | +13.3% |
| 3Y | +48.4% | -30.2% | +78.6% | +43.7% |
| 5Y | +27.2% | -34.1% | +61.4% | +21.6% |
| 10Y | +146.8% | +342.1% | -195.3% | +100.4% |
| All | +229.3% | +405.9% | -176.5% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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