+35.5%
XLV vs WING
-33.2%
+68.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.1% | -0.6% |
| 7D | -3.6% | +7.2% | -10.8% | -4.1% |
| 30D | -1.8% | +4.8% | -6.6% | -2.3% |
| 3M | +7.8% | -23.7% | +31.5% | +9.8% |
| 6M | +9.1% | -43.6% | +52.7% | +13.6% |
| YTD | +7.7% | -50.6% | +58.3% | +12.8% |
| 1Y | +20.4% | -57.0% | +77.4% | +27.3% |
| 3Y | +30.8% | -28.3% | +59.0% | +26.0% |
| All | +35.5% | -33.2% | +68.6% | +25.0% |
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