+41.9%
XLP vs WING
-19.7%
+61.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +0.7% | +9.0% | -8.3% | +0.4% |
| 30D | +10.3% | +39.9% | -29.7% | +8.9% |
| 3M | +6.5% | +40.4% | -33.9% | +5.1% |
| 6M | +8.4% | +12.9% | -4.5% | +7.6% |
| YTD | +18.2% | -31.1% | +49.3% | +18.7% |
| 1Y | +22.4% | -32.7% | +55.1% | +23.0% |
| 3Y | +41.9% | -19.8% | +61.7% | +30.4% |
| All | +41.9% | -19.7% | +61.6% | +30.4% |
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