+123.7%
XRT vs WING
+341.7%
-218.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | -5.6% | -6.0% | +0.4% | -4.6% |
| 3M | +2.5% | -23.5% | +26.0% | +7.9% |
| 6M | +3.7% | -52.0% | +55.6% | +20.2% |
| YTD | +1.0% | -53.8% | +54.8% | +16.7% |
| 1Y | -1.2% | -63.8% | +62.6% | +20.1% |
| 3Y | +43.4% | -30.8% | +74.1% | +36.8% |
| 5Y | -0.7% | -34.3% | +33.5% | -10.2% |
| 10Y | +123.7% | +352.4% | -228.7% | +26.0% |
| All | +123.7% | +341.7% | -218.0% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling