+227.3%
XLI vs WING
+620.6%
-393.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.3% |
| 7D | +4.3% | -3.9% | +8.2% | +4.8% |
| 30D | +0.5% | +26.6% | -26.2% | -3.1% |
| 3M | -8.6% | +42.5% | -51.1% | -13.8% |
| 6M | -2.3% | +29.4% | -31.7% | -7.2% |
| YTD | +10.1% | -32.8% | +42.9% | +13.9% |
| 1Y | +11.0% | -33.5% | +44.5% | +14.7% |
| 3Y | +72.3% | -23.4% | +95.7% | +65.9% |
| 5Y | +70.8% | -0.4% | +71.3% | +50.8% |
| All | +227.3% | +620.6% | -393.2% | +98.3% |
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 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