+43.7%
XLP vs WING
-18.5%
+62.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | +3.5% | +14.0% | -10.5% | +3.0% |
| 30D | +11.6% | +47.7% | -36.2% | +10.0% |
| 3M | +7.6% | +34.2% | -26.6% | +6.3% |
| 6M | +10.0% | +13.6% | -3.5% | +9.2% |
| YTD | +19.7% | -30.0% | +49.8% | +20.2% |
| 1Y | +23.5% | -33.9% | +57.4% | +24.1% |
| All | +43.7% | -18.5% | +62.2% | +32.0% |
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 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