+166.9%
XLE vs WING
+0.4%
+166.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | -2.5% | +7.9% | +5.5% |
| 30D | -3.9% | +29.5% | -33.5% | -4.6% |
| 3M | +7.0% | +40.2% | -33.1% | +6.0% |
| 6M | +14.2% | +32.7% | -18.5% | +13.0% |
| YTD | +48.2% | -32.8% | +81.0% | +49.6% |
| 1Y | +47.7% | -31.7% | +79.4% | +48.9% |
| 3Y | +70.0% | -24.7% | +94.7% | +65.6% |
| All | +166.9% | +0.4% | +166.5% | +146.6% |
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