+142.5%
XLC vs WING
+146.6%
-4.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | -3.9% | +3.0% | -0.2% |
| 30D | +1.0% | -11.6% | +12.6% | +2.9% |
| 3M | -0.7% | -24.2% | +23.5% | +3.2% |
| 6M | -5.1% | -54.1% | +48.9% | +6.7% |
| YTD | -4.3% | -53.9% | +49.6% | +6.5% |
| 1Y | -0.6% | -64.4% | +63.8% | +15.3% |
| 3Y | +72.7% | -30.2% | +102.9% | +64.8% |
| 5Y | +38.0% | -34.1% | +72.1% | +26.1% |
| All | +142.5% | +146.6% | -4.2% | +62.2% |
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