+125.6%
WFC vs XME
+96.3%
+29.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +1.7% | +5.3% | -3.6% | -0.1% |
| 30D | +6.8% | -8.2% | +15.0% | +9.7% |
| 3M | -3.0% | -18.4% | +15.4% | +3.3% |
| 6M | +15.4% | -22.8% | +38.2% | +24.6% |
| YTD | -5.9% | -7.9% | +2.0% | -7.5% |
| 1Y | +1.7% | -0.9% | +2.5% | -3.7% |
| All | +125.6% | +96.3% | +29.3% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling