+37.8%
XLC vs WING
-35.4%
+73.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +0.2% | -6.0% | +6.3% | +0.9% |
| 3M | +0.6% | -23.5% | +24.1% | +4.0% |
| 6M | -4.5% | -52.0% | +47.5% | +5.3% |
| YTD | -4.7% | -53.8% | +49.1% | +4.7% |
| 1Y | -1.7% | -63.8% | +62.1% | +12.0% |
| 3Y | +72.3% | -30.8% | +103.0% | +61.4% |
| 5Y | +37.8% | -34.3% | +72.0% | +18.8% |
| All | +37.8% | -35.4% | +73.2% | +18.8% |
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