-13.6%
XHB vs WING
-61.7%
+48.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.6% |
| 30D | -8.3% | -5.6% | -2.7% | -7.8% |
| 3M | -7.1% | -22.9% | +15.8% | -4.2% |
| 6M | -5.3% | -50.4% | +45.2% | +3.2% |
| YTD | -3.2% | -53.3% | +50.1% | +5.2% |
| All | -13.6% | -61.7% | +48.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling