+10.9%
XOP vs WING
+685.5%
-674.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.3% |
| 7D | -8.4% | +5.0% | -13.3% | -9.0% |
| 30D | -8.4% | +38.7% | -47.1% | -12.4% |
| 3M | +0.2% | +44.7% | -44.6% | -5.3% |
| 6M | +7.2% | +31.5% | -24.3% | +1.8% |
| YTD | +40.8% | -28.4% | +69.2% | +43.6% |
| 1Y | +36.3% | -28.2% | +64.5% | +38.5% |
| 3Y | +37.2% | -18.4% | +55.6% | +28.1% |
| 5Y | +86.6% | +5.2% | +81.4% | +59.1% |
| 10Y | +44.0% | +699.8% | -655.8% | -35.3% |
| All | +10.9% | +685.5% | -674.6% | -52.2% |
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