+931.7%
WEC vs XME
+242.3%
+689.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.3% | +6.0% | -7.3% | -2.2% |
| 3M | -3.9% | -7.7% | +3.8% | -3.2% |
| 6M | -8.3% | +1.0% | -9.3% | -9.0% |
| YTD | +3.1% | +14.6% | -11.6% | +0.1% |
| 1Y | +1.9% | +46.0% | -44.0% | -4.7% |
| 3Y | +41.9% | +127.0% | -85.1% | +23.0% |
| 5Y | +30.8% | +175.8% | -145.0% | +8.4% |
| 10Y | +141.9% | +414.6% | -272.7% | +72.6% |
| All | +931.7% | +242.3% | +689.4% | +590.3% |
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