+165.1%
WAB vs XME
+132.9%
+32.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -4.6% | +1.4% | -6.0% | -5.2% |
| 3M | +5.6% | +2.7% | +2.9% | +4.0% |
| 6M | +13.8% | +6.5% | +7.3% | +9.5% |
| YTD | +31.9% | +15.2% | +16.7% | +21.0% |
| 1Y | +48.3% | +43.5% | +4.8% | +20.7% |
| All | +165.1% | +132.9% | +32.2% | +63.7% |
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