+1,684.4%
WAB vs XME
+246.2%
+1,438.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | +1.7% | +3.6% | -1.9% | -0.3% |
| 30D | -2.4% | +3.6% | -6.1% | -4.5% |
| 3M | +9.7% | +1.2% | +8.5% | +8.0% |
| 6M | +16.5% | +9.0% | +7.5% | +9.4% |
| YTD | +33.7% | +15.9% | +17.8% | +20.3% |
| 1Y | +49.7% | +43.2% | +6.5% | +18.7% |
| 3Y | +170.9% | +137.4% | +33.6% | +59.7% |
| 5Y | +228.0% | +185.0% | +43.0% | +67.9% |
| 10Y | +284.8% | +409.5% | -124.7% | +36.1% |
| All | +1,684.4% | +246.2% | +1,438.2% | +488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling