+33.6%
XLY vs WING
-25.6%
+59.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | +0.1% |
| 7D | -1.7% | +7.2% | -8.9% | -2.6% |
| 30D | -4.2% | +4.8% | -9.0% | -5.0% |
| 3M | -2.7% | -23.7% | +21.0% | +0.4% |
| 6M | -0.6% | -43.6% | +42.9% | +6.4% |
| YTD | -5.0% | -50.6% | +45.5% | +2.9% |
| 1Y | -4.1% | -57.0% | +52.9% | +5.7% |
| 3Y | +33.6% | -28.3% | +61.9% | +12.6% |
| All | +33.6% | -25.6% | +59.2% | +12.6% |
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