+328.7%
WM vs XME
+294.4%
+34.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -0.7% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +13.3% | -7.3% | +20.6% | +14.4% |
| 3M | +4.4% | -14.8% | +19.2% | +6.6% |
| 6M | +10.8% | -18.4% | +29.2% | +13.3% |
| YTD | +9.1% | -4.7% | +13.7% | +7.7% |
| 1Y | +19.1% | +5.7% | +13.4% | +15.2% |
| 3Y | +45.7% | +104.0% | -58.3% | +20.1% |
| 5Y | +60.4% | +122.4% | -62.0% | +26.2% |
| 10Y | +328.7% | +285.4% | +43.4% | +161.1% |
| All | +328.7% | +294.4% | +34.4% | +161.1% |
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