+261.5%
WAB vs XME
+260.6%
+0.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | 0.0% |
| 7D | +5.1% | +0.3% | +4.8% | +4.9% |
| 30D | +4.0% | -6.1% | +10.1% | +7.6% |
| 3M | +0.1% | -18.6% | +18.7% | +11.3% |
| 6M | +12.8% | -23.9% | +36.7% | +28.6% |
| YTD | +40.1% | -9.3% | +49.4% | +42.5% |
| 1Y | +46.4% | +1.8% | +44.6% | +39.0% |
| 3Y | +167.4% | +93.0% | +74.4% | +67.8% |
| 5Y | +215.0% | +107.0% | +108.0% | +79.6% |
| All | +261.5% | +260.6% | +0.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling