+150.9%
XLE vs WING
+656.3%
-505.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -12.0% | +9.0% | -21.0% | -12.8% |
| 30D | -2.7% | +39.9% | -42.7% | -6.1% |
| 3M | +6.6% | +40.4% | -33.8% | +2.4% |
| 6M | +9.5% | +12.9% | -3.4% | +7.0% |
| YTD | +40.6% | -31.1% | +71.6% | +43.5% |
| 1Y | +43.6% | -32.7% | +76.3% | +46.7% |
| 3Y | +58.1% | -19.8% | +77.9% | +50.1% |
| 5Y | +152.2% | +4.0% | +148.2% | +122.5% |
| 10Y | +172.9% | +684.4% | -511.5% | +47.7% |
| All | +150.9% | +656.3% | -505.5% | +32.1% |
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