+642.9%
WDC vs XME
+260.6%
+382.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -3.8% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | -6.1% | -12.7% | -13.8% |
| 3M | -39.3% | -18.6% | -20.7% | -28.6% |
| 6M | -40.1% | -23.9% | -16.2% | -25.5% |
| YTD | +71.8% | -9.3% | +81.1% | +89.8% |
| 1Y | +88.5% | +1.8% | +86.7% | +91.6% |
| 3Y | +770.0% | +93.0% | +677.0% | +443.0% |
| 5Y | +549.0% | +107.0% | +442.1% | +267.1% |
| All | +642.9% | +260.6% | +382.3% | +151.9% |
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 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