-14.5%
XYL vs WING
-33.6%
+19.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | -10.8% | -5.6% | -5.2% | -10.2% |
| 3M | -2.5% | -22.9% | +20.4% | +1.3% |
| 6M | -12.2% | -50.4% | +38.2% | -1.7% |
| YTD | -20.1% | -53.3% | +33.2% | -10.2% |
| 1Y | -20.6% | -61.2% | +40.6% | -8.2% |
| 3Y | +17.3% | -30.1% | +47.4% | +8.6% |
| 5Y | -14.5% | -35.0% | +20.5% | -26.0% |
| All | -14.5% | -33.6% | +19.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling