+6.7%
XME vs WING
-23.2%
+29.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -1.2% |
| 7D | -5.5% | +21.0% | -26.4% | -6.6% |
| 30D | -11.1% | +56.9% | -68.0% | -13.9% |
| 3M | -11.1% | +38.4% | -49.5% | -13.3% |
| 6M | -18.0% | +12.0% | -30.0% | -18.5% |
| YTD | -7.4% | -29.2% | +21.9% | -1.9% |
| 1Y | +6.7% | -28.8% | +35.5% | +12.8% |
| All | +6.7% | -23.2% | +29.9% | +12.8% |
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 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