+292.2%
WAB vs XME
+421.4%
-129.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.6% |
| 7D | +0.1% | -4.2% | +4.3% | +2.4% |
| 30D | -4.1% | -2.7% | -1.4% | -3.0% |
| 3M | +8.2% | -3.9% | +12.1% | +9.6% |
| 6M | +15.4% | -1.0% | +16.4% | +13.9% |
| YTD | +33.1% | +9.8% | +23.3% | +22.5% |
| 1Y | +48.1% | +32.5% | +15.5% | +20.7% |
| 3Y | +167.7% | +124.3% | +43.4% | +56.2% |
| 5Y | +225.7% | +165.8% | +59.9% | +62.0% |
| All | +292.2% | +421.4% | -129.1% | +17.3% |
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