-31.5%
XYL vs WING
-23.2%
-8.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.2% | +4.7% |
| 7D | +14.5% | +21.0% | -6.4% | +13.1% |
| 30D | -1.3% | +56.9% | -58.2% | -4.6% |
| 3M | -17.0% | +38.4% | -55.3% | -19.0% |
| 6M | -11.3% | +12.0% | -23.3% | -11.9% |
| YTD | -25.0% | -29.2% | +4.3% | -20.9% |
| 1Y | -31.5% | -28.8% | -2.7% | -28.1% |
| All | -31.5% | -23.2% | -8.4% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling