+324.4%
WBD vs XME
+246.2%
+78.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.7% | +3.6% | -4.3% | -2.3% |
| 30D | +5.0% | +3.6% | +1.4% | +3.1% |
| 3M | +6.2% | +1.2% | +5.0% | +4.6% |
| 6M | +0.6% | +9.0% | -8.4% | -5.1% |
| YTD | -2.4% | +15.9% | -18.4% | -11.4% |
| 1Y | +127.7% | +43.2% | +84.5% | +85.3% |
| 3Y | +148.4% | +137.4% | +11.0% | +61.2% |
| 5Y | +4.2% | +185.0% | -180.8% | -38.0% |
| 10Y | +10.8% | +409.5% | -398.7% | -51.7% |
| All | +324.4% | +246.2% | +78.2% | +75.4% |
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