+18.6%
XYL vs WING
-31.3%
+49.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.9% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -9.2% | -6.0% | -3.2% | -8.7% |
| 3M | -0.3% | -23.5% | +23.2% | +2.5% |
| 6M | -11.0% | -52.0% | +41.0% | -3.7% |
| YTD | -19.2% | -53.8% | +34.6% | -12.4% |
| 1Y | -21.2% | -63.8% | +42.6% | -12.3% |
| 3Y | +18.6% | -30.8% | +49.4% | +3.0% |
| All | +18.6% | -31.3% | +49.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling