+207.8%
XOM vs WING
+407.0%
-199.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.4% | -0.1% | -2.2% | -2.4% |
| 30D | +5.7% | -6.0% | +11.7% | +6.0% |
| 3M | +6.6% | -23.5% | +30.0% | +8.3% |
| 6M | +7.7% | -52.0% | +59.6% | +13.2% |
| YTD | +36.2% | -53.8% | +90.0% | +43.0% |
| 1Y | +50.5% | -63.8% | +114.3% | +61.0% |
| 3Y | +53.4% | -30.8% | +84.1% | +47.2% |
| 5Y | +254.2% | -34.3% | +288.5% | +234.1% |
| 10Y | +177.9% | +352.4% | -174.5% | +85.0% |
| All | +207.8% | +407.0% | -199.2% | +96.1% |
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 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