+193.0%
XLU vs WING
+407.0%
-214.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -0.4% | -6.0% | +5.7% | -0.1% |
| 3M | +0.5% | -23.5% | +24.0% | +2.0% |
| 6M | -5.8% | -52.0% | +46.2% | -1.4% |
| YTD | +3.1% | -53.8% | +56.9% | +7.8% |
| 1Y | +8.1% | -63.8% | +71.9% | +14.8% |
| 3Y | +50.5% | -30.8% | +81.3% | +46.6% |
| 5Y | +44.7% | -34.3% | +79.0% | +38.4% |
| 10Y | +136.8% | +352.4% | -215.6% | +88.2% |
| All | +193.0% | +407.0% | -214.0% | +130.9% |
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