+145.0%
WFC vs XME
+421.4%
-276.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +0.4% | -4.2% | +4.6% | +2.5% |
| 30D | +1.5% | -2.7% | +4.2% | +2.5% |
| 3M | +10.2% | -3.9% | +14.1% | +11.3% |
| 6M | +18.8% | -1.0% | +19.8% | +16.4% |
| YTD | -1.5% | +9.8% | -11.3% | -10.0% |
| 1Y | +13.5% | +32.5% | -19.0% | -7.7% |
| 3Y | +135.0% | +124.3% | +10.6% | +38.2% |
| 5Y | +130.1% | +165.8% | -35.7% | +15.2% |
| All | +145.0% | +421.4% | -276.4% | -27.8% |
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 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