+108.1%
XLRE vs WING
+464.4%
-356.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.7% | -2.3% | +1.5% | -0.5% |
| 30D | -2.2% | -5.6% | +3.4% | -1.7% |
| 3M | -2.6% | -22.9% | +20.3% | +0.1% |
| 6M | +2.6% | -50.4% | +53.0% | +11.0% |
| YTD | +9.3% | -53.3% | +62.6% | +18.3% |
| 1Y | +7.2% | -61.2% | +68.4% | +18.5% |
| 3Y | +31.3% | -30.1% | +61.4% | +26.3% |
| 5Y | +8.1% | -35.0% | +43.2% | +1.0% |
| 10Y | +88.9% | +375.5% | -286.6% | +28.3% |
| All | +108.1% | +464.4% | -356.3% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling