+268.9%
XLI vs WING
+637.4%
-368.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.8% | -2.5% | +6.3% | +4.1% |
| 30D | +1.0% | +29.5% | -28.5% | -2.9% |
| 3M | -8.9% | +40.2% | -49.1% | -13.9% |
| 6M | -2.3% | +32.7% | -35.0% | -7.6% |
| YTD | +9.7% | -32.8% | +42.5% | +13.4% |
| 1Y | +12.3% | -31.7% | +44.0% | +15.6% |
| 3Y | +71.5% | -24.7% | +96.2% | +66.1% |
| 5Y | +70.2% | -0.5% | +70.7% | +51.0% |
| 10Y | +227.5% | +647.5% | -420.0% | +98.2% |
| All | +268.9% | +637.4% | -368.5% | +118.0% |
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