+61.0%
XLC vs WING
-19.7%
+80.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +4.9% | +9.0% | -4.2% | +4.1% |
| 30D | -5.8% | +39.9% | -45.8% | -8.7% |
| 3M | -5.4% | +40.4% | -45.9% | -8.6% |
| 6M | -10.2% | +12.9% | -23.1% | -11.8% |
| YTD | -10.2% | -31.1% | +20.9% | -8.4% |
| 1Y | -5.6% | -32.7% | +27.1% | -3.6% |
| 3Y | +61.0% | -19.8% | +80.8% | +47.9% |
| All | +61.0% | -19.7% | +80.7% | +47.9% |
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