+73.6%
XLF vs WING
-29.7%
+103.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -1.0% | -2.3% | +1.2% | -0.9% |
| 30D | -1.3% | -5.6% | +4.3% | -1.0% |
| 3M | +9.1% | -22.9% | +32.1% | +10.9% |
| 6M | +14.4% | -50.4% | +64.8% | +20.2% |
| YTD | +5.1% | -53.3% | +58.4% | +10.8% |
| 1Y | +8.6% | -61.2% | +69.9% | +15.9% |
| All | +73.6% | -29.7% | +103.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling