+46.7%
XLB vs WING
-13.5%
+60.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +1.3% |
| 7D | -1.4% | +8.6% | -9.9% | -1.9% |
| 30D | +7.1% | +44.8% | -37.7% | +4.3% |
| 3M | +0.6% | +51.9% | -51.3% | -2.6% |
| 6M | +3.5% | +37.2% | -33.8% | +0.8% |
| YTD | +18.2% | -25.3% | +43.5% | +19.8% |
| 1Y | +25.6% | -25.1% | +50.7% | +27.1% |
| 3Y | +46.7% | -12.9% | +59.6% | +35.5% |
| All | +46.7% | -13.5% | +60.2% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling