+402.6%
XME vs NWSA
+149.4%
+253.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.2% | -2.8% | -1.4% | -2.8% |
| 30D | -2.7% | +3.0% | -5.7% | -4.3% |
| 3M | -3.9% | +12.3% | -16.2% | -10.5% |
| 6M | -1.0% | +21.9% | -22.8% | -12.2% |
| YTD | +9.8% | +13.6% | -3.7% | +0.2% |
| 1Y | +32.5% | +0.5% | +32.1% | +28.9% |
| 3Y | +124.3% | +43.8% | +80.6% | +76.6% |
| 5Y | +165.8% | +41.2% | +124.6% | +104.1% |
| All | +402.6% | +149.4% | +253.3% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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