+126.7%
WFC vs XME
+179.6%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.7% |
| 7D | +1.1% | +3.6% | -2.6% | -0.3% |
| 30D | +0.8% | +3.6% | -2.8% | -0.9% |
| 3M | +9.3% | +1.2% | +8.1% | +7.9% |
| 6M | +10.6% | +9.0% | +1.6% | +4.9% |
| YTD | -4.1% | +15.9% | -20.0% | -12.4% |
| 1Y | +13.6% | +43.2% | -29.6% | -6.7% |
| 3Y | +130.7% | +137.4% | -6.6% | +47.7% |
| 5Y | +126.7% | +185.0% | -58.3% | +28.3% |
| All | +126.7% | +179.6% | -52.9% | +28.3% |
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 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