+956.7%
WM vs XME
+242.3%
+714.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | +6.0% | -8.4% | -3.8% |
| 3M | +0.4% | -7.7% | +8.2% | +1.5% |
| 6M | -9.5% | +1.0% | -10.4% | -10.9% |
| YTD | +0.5% | +14.6% | -14.1% | -4.3% |
| 1Y | -1.1% | +46.0% | -47.0% | -11.4% |
| 3Y | +46.0% | +127.0% | -81.0% | +15.6% |
| 5Y | +51.8% | +175.8% | -124.0% | +11.5% |
| 10Y | +307.5% | +414.6% | -107.1% | +140.4% |
| All | +956.7% | +242.3% | +714.4% | +476.4% |
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 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