+59.7%
WM vs XME
+110.8%
-51.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.4% | -2.2% |
| 7D | +1.2% | -4.5% | +5.7% | +1.4% |
| 30D | +13.1% | -10.9% | +23.9% | +13.7% |
| 3M | +3.6% | -15.3% | +18.9% | +4.3% |
| 6M | +8.1% | -24.6% | +32.7% | +9.7% |
| YTD | +8.9% | -9.6% | +18.5% | +8.1% |
| 1Y | +20.3% | +2.9% | +17.4% | +17.6% |
| 3Y | +46.2% | +86.9% | -40.7% | +28.8% |
| All | +59.7% | +110.8% | -51.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling