+163.9%
XLE vs WING
+742.9%
-579.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -0.2% |
| 7D | -7.9% | +8.6% | -16.4% | -8.6% |
| 30D | -4.8% | +44.8% | -49.6% | -8.0% |
| 3M | +8.4% | +51.9% | -43.6% | +3.9% |
| 6M | +12.7% | +37.2% | -24.6% | +8.4% |
| YTD | +41.3% | -25.3% | +66.6% | +43.0% |
| 1Y | +42.3% | -25.1% | +67.4% | +43.7% |
| 3Y | +65.1% | -12.9% | +78.0% | +56.0% |
| 5Y | +150.2% | +12.0% | +138.2% | +121.4% |
| 10Y | +163.9% | +716.5% | -552.6% | +48.3% |
| All | +163.9% | +742.9% | -579.0% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling