+164.5%
XLB vs WING
+359.3%
-194.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -2.9% | -2.3% | -0.7% | -2.6% |
| 30D | -3.4% | -5.6% | +2.3% | -2.8% |
| 3M | +1.6% | -22.9% | +24.5% | +4.9% |
| 6M | +3.6% | -50.4% | +54.1% | +13.4% |
| YTD | +14.2% | -53.3% | +67.6% | +25.2% |
| 1Y | +15.6% | -61.2% | +76.8% | +29.7% |
| 3Y | +33.1% | -30.1% | +63.2% | +28.0% |
| 5Y | +35.0% | -35.0% | +70.1% | +26.3% |
| 10Y | +164.5% | +375.5% | -211.0% | +64.4% |
| All | +164.5% | +359.3% | -194.8% | +64.4% |
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