+123.9%
XME vs WING
+8.7%
+115.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.4% |
| 7D | -0.2% | +5.0% | -5.1% | -0.8% |
| 30D | -9.2% | +38.7% | -47.9% | -13.3% |
| 3M | -17.8% | +44.7% | -62.5% | -22.4% |
| 6M | -20.0% | +31.5% | -51.5% | -24.0% |
| YTD | -6.6% | -28.4% | +21.8% | -3.7% |
| 1Y | +1.8% | -28.2% | +29.9% | +4.7% |
| 3Y | +98.7% | -18.4% | +117.1% | +86.4% |
| 5Y | +123.9% | +5.2% | +118.7% | +84.9% |
| All | +123.9% | +8.7% | +115.2% | +84.9% |
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