+169.7%
WAB vs XME
+96.3%
+73.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +7.9% | +5.3% | +2.6% | +5.7% |
| 30D | +4.9% | -8.2% | +13.1% | +8.4% |
| 3M | +1.8% | -18.4% | +20.2% | +9.8% |
| 6M | +12.0% | -22.8% | +34.8% | +22.7% |
| YTD | +41.3% | -7.9% | +49.2% | +41.5% |
| 1Y | +43.8% | -0.9% | +44.7% | +39.1% |
| All | +169.7% | +96.3% | +73.4% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling