+419.2%
XME vs WING
+405.9%
+13.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.1% | -3.9% | +3.8% | +0.6% |
| 30D | +6.0% | -11.6% | +17.6% | +8.1% |
| 3M | -7.7% | -24.2% | +16.5% | -3.7% |
| 6M | +1.0% | -54.1% | +55.0% | +14.9% |
| YTD | +14.6% | -53.9% | +68.5% | +29.3% |
| 1Y | +46.0% | -64.4% | +110.3% | +71.9% |
| 3Y | +127.0% | -30.2% | +157.2% | +117.0% |
| 5Y | +175.8% | -34.1% | +209.9% | +154.5% |
| 10Y | +414.6% | +342.1% | +72.5% | +173.4% |
| All | +419.2% | +405.9% | +13.3% | +153.5% |
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