+99.4%
XYL vs WING
+620.3%
-520.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.7% | -2.5% | -1.2% | -3.3% |
| 30D | -8.3% | +29.5% | -37.9% | -12.8% |
| 3M | -21.4% | +40.2% | -61.6% | -26.8% |
| 6M | -12.9% | +32.7% | -45.6% | -18.8% |
| YTD | -30.1% | -32.8% | +2.7% | -26.8% |
| 1Y | -35.2% | -31.7% | -3.4% | -32.6% |
| 3Y | -0.8% | -24.7% | +24.0% | -5.0% |
| 5Y | -23.2% | -0.5% | -22.8% | -34.6% |
| All | +99.4% | +620.3% | -520.9% | +8.0% |
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