+20.0%
XOP vs WING
+405.9%
-385.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | +2.6% | -3.9% | +6.4% | +3.1% |
| 30D | +15.4% | -11.6% | +27.0% | +17.0% |
| 3M | +12.1% | -24.2% | +36.3% | +15.3% |
| 6M | +19.7% | -54.1% | +73.7% | +31.2% |
| YTD | +52.4% | -53.9% | +106.3% | +65.5% |
| 1Y | +47.6% | -64.4% | +111.9% | +65.8% |
| 3Y | +34.4% | -30.2% | +64.6% | +25.8% |
| 5Y | +154.4% | -34.1% | +188.5% | +131.5% |
| 10Y | +54.7% | +342.1% | -287.5% | -22.7% |
| All | +20.0% | +405.9% | -385.8% | -44.9% |
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