+4,206.6%
WDC vs XME
+242.3%
+3,964.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.7% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -10.0% | +6.0% | -15.9% | -13.5% |
| 3M | -18.8% | -7.7% | -11.0% | -14.3% |
| 6M | +79.0% | +1.0% | +78.1% | +79.4% |
| YTD | +171.6% | +14.6% | +156.9% | +154.3% |
| 1Y | +417.4% | +46.0% | +371.4% | +318.2% |
| 3Y | +1,251.8% | +127.0% | +1,124.8% | +742.8% |
| 5Y | +911.7% | +175.8% | +735.9% | +451.6% |
| 10Y | +1,399.6% | +414.6% | +985.0% | +462.0% |
| All | +4,206.6% | +242.3% | +3,964.3% | +1,425.8% |
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