+323.1%
XME vs WING
+685.5%
-362.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.3% |
| 7D | -0.2% | +5.0% | -5.1% | -1.0% |
| 30D | -9.2% | +38.7% | -47.9% | -14.7% |
| 3M | -17.8% | +44.7% | -62.5% | -23.9% |
| 6M | -20.0% | +31.5% | -51.5% | -25.4% |
| YTD | -6.6% | -28.4% | +21.8% | -3.5% |
| 1Y | +1.8% | -28.2% | +29.9% | +4.8% |
| 3Y | +98.7% | -18.4% | +117.1% | +86.6% |
| 5Y | +123.9% | +5.2% | +118.7% | +88.9% |
| 10Y | +277.9% | +699.8% | -422.0% | +77.2% |
| All | +323.1% | +685.5% | -362.5% | +89.3% |
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