+142.1%
WEC vs XME
+426.6%
-284.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +3.0% | -0.4% |
| 7D | -1.3% | -3.0% | +1.8% | -0.9% |
| 30D | -0.4% | -2.6% | +2.2% | -0.2% |
| 3M | -6.8% | +2.2% | -8.9% | -7.2% |
| 6M | -6.4% | +0.7% | -7.1% | -7.0% |
| YTD | +2.5% | +10.9% | -8.4% | +0.4% |
| 1Y | -0.4% | +35.7% | -36.1% | -5.1% |
| 3Y | +38.5% | +127.1% | -88.6% | +22.3% |
| 5Y | +31.7% | +168.5% | -136.8% | +12.6% |
| All | +142.1% | +426.6% | -284.5% | +59.5% |
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