+112.4%
XRT vs WING
+656.3%
-544.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +0.9% | +9.0% | -8.2% | -1.0% |
| 30D | +7.9% | +39.9% | -32.0% | 0.0% |
| 3M | -0.2% | +40.4% | -40.6% | -8.3% |
| 6M | +5.6% | +12.9% | -7.3% | +0.8% |
| YTD | +5.7% | -31.1% | +36.7% | +10.7% |
| 1Y | +14.6% | -32.7% | +47.3% | +20.4% |
| 3Y | +50.7% | -19.8% | +70.5% | +41.4% |
| 5Y | -4.8% | +4.0% | -8.8% | -21.4% |
| 10Y | +152.6% | +684.4% | -531.8% | +30.3% |
| All | +112.4% | +656.3% | -544.0% | +6.2% |
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