+145.6%
XLK vs WING
-35.5%
+181.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -0.5% | -0.5% | 0.0% | -0.8% |
| 3M | +5.0% | -23.9% | +28.9% | +9.3% |
| 6M | +32.9% | -48.9% | +81.7% | +48.3% |
| YTD | +29.0% | -53.3% | +82.3% | +45.0% |
| 1Y | +37.8% | -60.3% | +98.1% | +59.4% |
| 3Y | +118.7% | -30.1% | +148.8% | +105.0% |
| 5Y | +145.6% | -36.2% | +181.7% | +119.2% |
| All | +145.6% | -35.5% | +181.1% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling