+72.4%
XLI vs WING
-30.4%
+102.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -5.8% | -6.0% | +0.2% | -5.5% |
| 3M | +0.7% | -23.5% | +24.2% | +2.7% |
| 6M | +3.2% | -52.0% | +55.2% | +9.6% |
| YTD | +13.0% | -53.8% | +66.8% | +19.9% |
| 1Y | +16.8% | -63.8% | +80.6% | +26.9% |
| All | +72.4% | -30.4% | +102.8% | +64.6% |
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