+247.6%
XLF vs WING
+407.0%
-159.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.5% | -6.0% | +5.5% | +0.1% |
| 3M | +10.6% | -23.5% | +34.1% | +14.0% |
| 6M | +14.3% | -52.0% | +66.3% | +25.2% |
| YTD | +5.5% | -53.8% | +59.3% | +15.5% |
| 1Y | +9.6% | -63.8% | +73.4% | +23.7% |
| 3Y | +75.2% | -30.8% | +105.9% | +70.0% |
| 5Y | +65.5% | -34.3% | +99.8% | +55.4% |
| 10Y | +246.4% | +352.4% | -105.9% | +120.8% |
| All | +247.6% | +407.0% | -159.4% | +111.1% |
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