+350.4%
WFC vs XME
+170.7%
+179.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.2% |
| 30D | +7.0% | -6.1% | +13.1% | +10.0% |
| 3M | -1.8% | -18.6% | +16.9% | +8.0% |
| 6M | +18.4% | -23.9% | +42.3% | +32.8% |
| YTD | -5.6% | -9.3% | +3.8% | -4.9% |
| 1Y | +3.9% | +1.8% | +2.1% | -1.8% |
| 3Y | +126.3% | +93.0% | +33.3% | +48.5% |
| 5Y | +91.1% | +107.0% | -15.9% | +16.0% |
| 10Y | +118.5% | +266.9% | -148.4% | -7.8% |
| All | +350.4% | +170.7% | +179.7% | +77.5% |
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