+128.8%
XLP vs WING
+742.9%
-614.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.3% |
| 7D | +0.1% | +8.6% | -8.5% | -0.6% |
| 30D | +8.9% | +44.8% | -35.8% | +5.8% |
| 3M | +7.5% | +51.9% | -44.5% | +3.8% |
| 6M | +9.4% | +37.2% | -27.8% | +6.1% |
| YTD | +19.3% | -25.3% | +44.6% | +20.3% |
| 1Y | +21.7% | -25.1% | +46.8% | +22.7% |
| 3Y | +44.0% | -12.9% | +56.9% | +38.8% |
| 5Y | +42.8% | +12.0% | +30.8% | +30.6% |
| 10Y | +128.8% | +716.5% | -587.7% | +70.6% |
| All | +128.8% | +742.9% | -614.1% | +70.6% |
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 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