+225.2%
XOM vs WING
+637.7%
-412.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.2% |
| 7D | +2.7% | -3.9% | +6.6% | +2.9% |
| 30D | -2.5% | +26.6% | -29.1% | -4.3% |
| 3M | +7.0% | +42.5% | -35.5% | +3.7% |
| 6M | +14.2% | +29.4% | -15.2% | +11.0% |
| YTD | +43.9% | -32.8% | +76.7% | +46.5% |
| 1Y | +47.9% | -33.5% | +81.4% | +50.4% |
| 3Y | +80.6% | -23.4% | +104.0% | +74.1% |
| 5Y | +212.8% | -0.4% | +213.2% | +185.0% |
| 10Y | +202.6% | +647.8% | -445.2% | +91.6% |
| All | +225.2% | +637.7% | -412.5% | +100.9% |
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