+326.4%
WM vs XME
+270.2%
+56.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +1.2% | -0.2% | +1.3% | +1.1% |
| 30D | +13.7% | -9.2% | +22.8% | +15.1% |
| 3M | +5.2% | -17.8% | +23.0% | +8.0% |
| 6M | +11.2% | -20.0% | +31.2% | +14.0% |
| YTD | +9.4% | -6.6% | +16.0% | +8.4% |
| 1Y | +20.4% | +1.8% | +18.6% | +17.1% |
| 3Y | +44.7% | +98.7% | -54.0% | +19.8% |
| 5Y | +58.5% | +123.9% | -65.4% | +24.2% |
| 10Y | +326.4% | +277.9% | +48.5% | +159.4% |
| All | +326.4% | +270.2% | +56.2% | +159.4% |
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