-5.8%
XLC vs WING
-23.2%
+17.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.3% | +3.2% |
| 7D | +1.8% | +21.0% | -19.2% | +0.6% |
| 30D | -6.0% | +56.9% | -62.8% | -8.6% |
| 3M | -6.0% | +38.4% | -44.4% | -8.1% |
| 6M | -9.1% | +12.0% | -21.0% | -10.0% |
| YTD | -10.0% | -29.2% | +19.2% | -9.7% |
| 1Y | -5.8% | -28.8% | +23.0% | -6.1% |
| All | -5.8% | -23.2% | +17.4% | -6.1% |
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