+368.1%
WFC vs XME
+242.3%
+125.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | +6.0% | -4.5% | -1.9% |
| 3M | +10.9% | -7.7% | +18.6% | +13.9% |
| 6M | +8.4% | +1.0% | +7.5% | +5.3% |
| YTD | -1.9% | +14.6% | -16.5% | -11.7% |
| 1Y | +12.3% | +46.0% | -33.6% | -12.0% |
| 3Y | +132.3% | +127.0% | +5.3% | +41.3% |
| 5Y | +130.1% | +175.8% | -45.7% | +20.6% |
| 10Y | +134.4% | +414.6% | -280.2% | -16.7% |
| All | +368.1% | +242.3% | +125.8% | +64.8% |
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 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