+567.0%
WDC vs XME
+108.0%
+459.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.7% |
| 6M | -40.1% | -23.9% | -16.2% | -25.8% |
| YTD | +71.8% | -9.3% | +81.1% | +90.2% |
| 1Y | +88.5% | +1.8% | +86.7% | +93.2% |
| 3Y | +770.0% | +93.0% | +677.0% | +469.9% |
| All | +567.0% | +108.0% | +459.0% | +291.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling