+208.9%
XHB vs WING
+637.4%
-428.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -2.5% | +2.3% | +0.3% |
| 30D | +9.9% | +29.5% | -19.6% | +3.4% |
| 3M | -6.3% | +40.2% | -46.5% | -14.1% |
| 6M | +3.8% | +32.7% | -28.9% | -4.7% |
| YTD | +0.1% | -32.8% | +32.9% | +5.6% |
| 1Y | -0.8% | -31.7% | +30.9% | +4.0% |
| 3Y | +35.6% | -24.7% | +60.3% | +28.9% |
| 5Y | +29.6% | -0.5% | +30.0% | +8.1% |
| 10Y | +237.5% | +647.5% | -410.0% | +71.5% |
| All | +208.9% | +637.4% | -428.5% | +52.5% |
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