+250.2%
XLI vs WING
+379.2%
-129.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -8.2% | -0.5% | -7.7% | -8.3% |
| 3M | +0.8% | -23.9% | +24.6% | +4.1% |
| 6M | +0.8% | -48.9% | +49.7% | +9.8% |
| YTD | +10.5% | -53.3% | +63.9% | +21.0% |
| 1Y | +14.1% | -60.3% | +74.4% | +27.4% |
| 3Y | +68.6% | -30.1% | +98.7% | +63.5% |
| 5Y | +80.4% | -36.2% | +116.6% | +70.7% |
| All | +250.2% | +379.2% | -129.0% | +128.5% |
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