+99.1%
XYL vs WING
+620.6%
-521.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.3% |
| 7D | -6.0% | -3.9% | -2.1% | -5.4% |
| 30D | -8.3% | +26.6% | -34.9% | -12.4% |
| 3M | -22.6% | +42.5% | -65.1% | -28.1% |
| 6M | -15.0% | +29.4% | -44.5% | -20.4% |
| YTD | -30.2% | -32.8% | +2.6% | -27.0% |
| 1Y | -36.4% | -33.5% | -2.9% | -33.5% |
| 3Y | -0.9% | -23.4% | +22.5% | -5.4% |
| 5Y | -23.4% | -0.4% | -22.9% | -34.7% |
| All | +99.1% | +620.6% | -521.5% | +7.8% |
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