+34.5%
XHB vs WING
-33.6%
+68.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.5% |
| 30D | -8.3% | -5.6% | -2.7% | -7.6% |
| 3M | -7.1% | -22.9% | +15.8% | -2.9% |
| 6M | -5.3% | -50.4% | +45.2% | +7.9% |
| YTD | -3.2% | -53.3% | +50.1% | +10.3% |
| 1Y | -13.9% | -61.2% | +47.4% | +1.6% |
| 3Y | +24.9% | -30.1% | +55.0% | +15.2% |
| 5Y | +34.5% | -35.0% | +69.5% | +13.8% |
| All | +34.5% | -33.6% | +68.1% | +13.8% |
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