+233.4%
XYL vs WING
+405.9%
-172.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | -5.0% | -3.9% | -1.2% | -4.4% |
| 30D | -13.2% | -11.6% | -1.6% | -11.6% |
| 3M | -3.7% | -24.2% | +20.5% | +0.4% |
| 6M | -17.7% | -54.1% | +36.4% | -6.7% |
| YTD | -21.5% | -53.9% | +32.4% | -11.8% |
| 1Y | -24.5% | -64.4% | +39.9% | -11.5% |
| 3Y | +6.9% | -30.2% | +37.1% | +3.8% |
| 5Y | -18.1% | -34.1% | +16.0% | -23.5% |
| 10Y | +134.7% | +342.1% | -207.4% | +51.0% |
| All | +233.4% | +405.9% | -172.5% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling