+28.3%
XLP vs WING
-29.7%
+58.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.0% | -3.9% | +2.8% | -0.9% |
| 30D | -0.9% | -11.6% | +10.7% | -0.5% |
| 3M | +3.8% | -24.2% | +28.0% | +4.7% |
| 6M | -1.7% | -54.1% | +52.3% | +0.6% |
| YTD | +10.3% | -53.9% | +64.2% | +12.6% |
| 1Y | +7.8% | -64.4% | +72.1% | +11.0% |
| All | +28.3% | -29.7% | +58.0% | +15.6% |
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 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