+197.9%
WEC vs XME
+260.6%
-62.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +11.1% | -6.1% | +17.2% | +11.7% |
| 3M | +8.4% | -18.6% | +27.1% | +10.6% |
| 6M | +7.5% | -23.9% | +31.4% | +10.1% |
| YTD | +15.3% | -9.3% | +24.7% | +15.3% |
| 1Y | +9.7% | +1.8% | +8.0% | +8.0% |
| 3Y | +64.7% | +93.0% | -28.3% | +47.2% |
| 5Y | +57.3% | +107.0% | -49.7% | +38.0% |
| All | +197.9% | +260.6% | -62.7% | +104.2% |
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