+32.3%
WEC vs XME
+185.0%
-152.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +0.8% | +3.6% | -2.8% | +0.5% |
| 30D | +0.3% | +3.6% | -3.3% | 0.0% |
| 3M | -2.9% | +1.2% | -4.1% | -3.1% |
| 6M | -5.9% | +9.0% | -15.0% | -7.1% |
| YTD | +4.1% | +15.9% | -11.8% | +1.9% |
| 1Y | +3.1% | +43.2% | -40.1% | -2.0% |
| 3Y | +40.8% | +137.4% | -96.6% | +23.5% |
| All | +32.3% | +185.0% | -152.8% | +18.0% |
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