+135.9%
XLU vs WING
+407.7%
-271.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -0.7% |
| 7D | -1.6% | +7.2% | -8.8% | -2.1% |
| 30D | -3.3% | +4.8% | -8.1% | -3.7% |
| 3M | -3.2% | -23.7% | +20.5% | -1.6% |
| 6M | -7.0% | -43.6% | +36.6% | -3.7% |
| YTD | +0.6% | -50.6% | +51.2% | +4.7% |
| 1Y | +2.4% | -57.0% | +59.5% | +7.5% |
| 3Y | +46.3% | -28.3% | +74.5% | +41.6% |
| 5Y | +44.0% | -32.4% | +76.4% | +37.0% |
| All | +135.9% | +407.7% | -271.8% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling