+14.7%
XLF vs WING
-23.2%
+37.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.3% |
| 7D | +5.5% | +21.0% | -15.5% | +4.1% |
| 30D | +9.9% | +56.9% | -47.0% | +6.5% |
| 3M | +2.6% | +38.4% | -35.7% | +0.2% |
| 6M | +15.6% | +12.0% | +3.6% | +14.3% |
| YTD | +9.4% | -29.2% | +38.7% | +13.7% |
| 1Y | +14.7% | -28.8% | +43.5% | +18.6% |
| All | +14.7% | -23.2% | +37.9% | +18.6% |
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 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