+210.7%
XHB vs WING
+405.9%
-195.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -1.3% | -3.9% | +2.6% | -0.4% |
| 30D | -6.9% | -11.6% | +4.7% | -4.7% |
| 3M | -1.3% | -24.2% | +22.9% | +4.2% |
| 6M | -6.8% | -54.1% | +47.3% | +9.4% |
| YTD | +0.7% | -53.9% | +54.6% | +16.6% |
| 1Y | -11.2% | -64.4% | +53.1% | +8.4% |
| 3Y | +25.3% | -30.2% | +55.5% | +20.1% |
| 5Y | +37.3% | -34.1% | +71.4% | +26.3% |
| 10Y | +211.5% | +342.1% | -130.6% | +78.3% |
| All | +210.7% | +405.9% | -195.2% | +68.3% |
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