+24.2%
XLB vs WING
-28.4%
+52.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.1% |
| 7D | +0.5% | +5.0% | -4.5% | +0.2% |
| 30D | +6.9% | +38.7% | -31.8% | +4.9% |
| 3M | -0.2% | +44.7% | -44.9% | -2.4% |
| 6M | +3.3% | +31.5% | -28.2% | +1.8% |
| YTD | +18.0% | -28.4% | +46.5% | +20.6% |
| 1Y | +24.2% | -28.2% | +52.4% | +26.1% |
| All | +24.2% | -28.4% | +52.6% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling