+282.1%
XLI vs WING
+405.9%
-123.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | -5.9% | -11.6% | +5.6% | -4.5% |
| 3M | -0.3% | -24.2% | +23.9% | +3.1% |
| 6M | +0.1% | -54.1% | +54.2% | +10.8% |
| YTD | +13.6% | -53.9% | +67.5% | +24.6% |
| 1Y | +17.2% | -64.4% | +81.5% | +33.0% |
| 3Y | +68.2% | -30.2% | +98.4% | +63.6% |
| 5Y | +80.7% | -34.1% | +114.8% | +70.6% |
| 10Y | +253.3% | +342.1% | -88.9% | +131.5% |
| All | +282.1% | +405.9% | -123.8% | +139.5% |
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 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