+185.0%
XME vs WING
-35.4%
+220.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +3.6% | -6.0% | +9.7% | +4.3% |
| 3M | +1.2% | -23.5% | +24.7% | +4.3% |
| 6M | +9.0% | -52.0% | +61.0% | +19.7% |
| YTD | +15.9% | -53.8% | +69.7% | +27.3% |
| 1Y | +43.2% | -63.8% | +107.0% | +62.5% |
| 3Y | +137.4% | -30.8% | +168.1% | +124.8% |
| 5Y | +185.0% | -34.3% | +219.3% | +148.2% |
| All | +185.0% | -35.4% | +220.5% | +148.2% |
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