+141.9%
XYL vs WING
+379.2%
-237.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -13.2% | -0.5% | -12.7% | -13.3% |
| 3M | -0.2% | -23.9% | +23.7% | +4.2% |
| 6M | -12.5% | -48.9% | +36.4% | -2.4% |
| YTD | -20.9% | -53.3% | +32.5% | -10.9% |
| 1Y | -21.6% | -60.3% | +38.7% | -9.5% |
| 3Y | +16.1% | -30.1% | +46.2% | +11.9% |
| 5Y | -15.6% | -36.2% | +20.6% | -21.5% |
| All | +141.9% | +379.2% | -237.3% | +46.4% |
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