+15.7%
XOP vs WING
+637.7%
-622.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.2% |
| 7D | +5.2% | -3.9% | +9.1% | +5.6% |
| 30D | -8.4% | +26.6% | -35.0% | -11.4% |
| 3M | +2.9% | +42.5% | -39.6% | -2.6% |
| 6M | +8.8% | +29.4% | -20.6% | +3.4% |
| YTD | +46.9% | -32.8% | +79.7% | +50.9% |
| 1Y | +41.5% | -33.5% | +74.9% | +45.2% |
| 3Y | +43.1% | -23.4% | +66.5% | +34.7% |
| 5Y | +92.2% | -0.4% | +92.6% | +64.8% |
| 10Y | +52.3% | +647.8% | -595.5% | -31.0% |
| All | +15.7% | +637.7% | -622.0% | -49.7% |
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