+49.9%
XLE vs WING
-23.2%
+73.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.5% | -4.5% |
| 7D | -7.2% | +21.0% | -28.2% | -6.4% |
| 30D | +0.1% | +56.9% | -56.8% | +2.2% |
| 3M | +9.2% | +38.4% | -29.2% | +11.1% |
| 6M | +8.4% | +12.0% | -3.6% | +9.3% |
| YTD | +44.9% | -29.2% | +74.1% | +45.0% |
| 1Y | +49.9% | -28.8% | +78.7% | +50.3% |
| All | +49.9% | -23.2% | +73.1% | +50.3% |
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