+36.5%
XLB vs WING
-35.4%
+72.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -1.7% | -6.0% | +4.3% | -1.2% |
| 3M | +4.4% | -23.5% | +27.8% | +7.2% |
| 6M | +5.0% | -52.0% | +57.0% | +13.5% |
| YTD | +15.5% | -53.8% | +69.3% | +24.7% |
| 1Y | +14.9% | -63.8% | +78.7% | +27.6% |
| 3Y | +34.5% | -30.8% | +65.3% | +27.6% |
| 5Y | +36.5% | -34.3% | +70.8% | +21.5% |
| All | +36.5% | -35.4% | +72.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling