+165.9%
XLB vs WING
+672.3%
-506.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +7.2% | +32.3% | -25.1% | +2.8% |
| 3M | 0.0% | +50.2% | -50.1% | -6.3% |
| 6M | +2.3% | +31.7% | -29.4% | -3.0% |
| YTD | +18.4% | -29.6% | +48.0% | +21.7% |
| 1Y | +23.3% | -29.7% | +53.0% | +26.5% |
| 3Y | +45.2% | -19.8% | +65.0% | +38.5% |
| 5Y | +31.0% | +3.1% | +27.9% | +14.8% |
| 10Y | +168.8% | +682.9% | -514.1% | +57.1% |
| All | +165.9% | +672.3% | -506.4% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling