+30.8%
XLV vs WING
-25.6%
+56.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.1% | -0.5% |
| 7D | -3.6% | +7.2% | -10.8% | -3.9% |
| 30D | -1.8% | +4.8% | -6.6% | -2.1% |
| 3M | +7.8% | -23.7% | +31.5% | +9.1% |
| 6M | +9.1% | -43.6% | +52.7% | +12.1% |
| YTD | +7.7% | -50.6% | +58.3% | +11.0% |
| 1Y | +20.4% | -57.0% | +77.4% | +24.9% |
| 3Y | +30.8% | -28.3% | +59.0% | +24.6% |
| All | +30.8% | -25.6% | +56.3% | +24.6% |
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