+205.5%
XYL vs WING
+685.5%
-480.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -1.7% |
| 7D | +0.6% | +5.0% | -4.4% | -0.3% |
| 30D | -5.7% | +38.7% | -44.4% | -11.3% |
| 3M | -19.8% | +44.7% | -64.5% | -25.6% |
| 6M | -14.2% | +31.5% | -45.7% | -19.6% |
| YTD | -28.1% | -28.4% | +0.3% | -25.7% |
| 1Y | -35.0% | -28.2% | -6.8% | -33.1% |
| 3Y | +2.1% | -18.4% | +20.5% | -3.1% |
| 5Y | -22.1% | +5.2% | -27.3% | -33.3% |
| 10Y | +107.0% | +699.8% | -592.9% | +20.1% |
| All | +205.5% | +685.5% | -480.1% | +73.5% |
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