+246.5%
XLF vs WING
+379.2%
-132.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -1.6% | -0.5% | -1.1% | -1.8% |
| 3M | +9.3% | -23.9% | +33.1% | +12.7% |
| 6M | +14.6% | -48.9% | +63.5% | +24.3% |
| YTD | +4.7% | -53.3% | +58.1% | +14.4% |
| 1Y | +8.6% | -60.3% | +68.9% | +20.9% |
| 3Y | +73.9% | -30.1% | +104.0% | +68.0% |
| 5Y | +65.0% | -36.2% | +101.2% | +55.3% |
| All | +246.5% | +379.2% | -132.6% | +122.7% |
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