+167.7%
XLB vs WING
+742.9%
-575.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +0.7% |
| 7D | -1.4% | +8.6% | -9.9% | -2.5% |
| 30D | +7.1% | +44.8% | -37.7% | +1.4% |
| 3M | +0.6% | +51.9% | -51.3% | -5.9% |
| 6M | +3.5% | +37.2% | -33.8% | -2.4% |
| YTD | +18.2% | -25.3% | +43.5% | +20.6% |
| 1Y | +25.6% | -25.1% | +50.7% | +27.7% |
| 3Y | +46.7% | -12.9% | +59.6% | +37.8% |
| 5Y | +30.9% | +12.0% | +18.9% | +12.7% |
| 10Y | +167.7% | +716.5% | -548.8% | +53.1% |
| All | +167.7% | +742.9% | -575.1% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling