+254.4%
XLF vs WING
+637.7%
-383.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | +1.2% | -3.9% | +5.1% | +1.7% |
| 30D | +6.2% | +26.6% | -20.5% | +2.5% |
| 3M | +0.9% | +42.5% | -41.7% | -4.7% |
| 6M | +13.6% | +29.4% | -15.8% | +8.0% |
| YTD | +7.6% | -32.8% | +40.4% | +11.3% |
| 1Y | +10.2% | -33.5% | +43.6% | +13.9% |
| 3Y | +79.8% | -23.4% | +103.2% | +73.2% |
| 5Y | +58.0% | -0.4% | +58.4% | +39.6% |
| 10Y | +222.8% | +647.8% | -425.0% | +90.8% |
| All | +254.4% | +637.7% | -383.3% | +103.3% |
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