+324.8%
WM vs XME
+277.3%
+47.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +0.8% | +1.5% | -0.8% | +0.5% |
| 30D | +13.8% | -7.3% | +21.1% | +14.9% |
| 3M | +6.4% | -17.4% | +23.8% | +9.1% |
| 6M | +13.2% | -21.8% | +35.0% | +16.6% |
| YTD | +10.8% | -6.0% | +16.7% | +9.6% |
| 1Y | +20.2% | +3.8% | +16.4% | +16.5% |
| 3Y | +46.5% | +100.0% | -53.6% | +21.1% |
| 5Y | +61.3% | +116.1% | -54.8% | +27.6% |
| 10Y | +324.8% | +280.6% | +44.2% | +158.4% |
| All | +324.8% | +277.3% | +47.4% | +158.4% |
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