+8.9%
XLRE vs WING
-33.2%
+42.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | +0.3% |
| 7D | -1.2% | +7.2% | -8.4% | -1.9% |
| 30D | -2.4% | +4.8% | -7.2% | -3.0% |
| 3M | -2.5% | -23.7% | +21.2% | -0.2% |
| 6M | +4.0% | -43.6% | +47.5% | +9.4% |
| YTD | +9.3% | -50.6% | +59.9% | +15.9% |
| 1Y | +5.6% | -57.0% | +62.6% | +13.4% |
| 3Y | +31.3% | -28.3% | +59.6% | +23.0% |
| All | +8.9% | -33.2% | +42.1% | -5.0% |
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 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