+135.3%
XME vs NWSA
+44.1%
+91.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.2% | -3.1% | +2.8% | +0.8% |
| 30D | +1.4% | +4.3% | -2.9% | 0.0% |
| 3M | +2.7% | +9.2% | -6.5% | -1.0% |
| 6M | +6.5% | +21.6% | -15.1% | -2.3% |
| YTD | +15.2% | +14.2% | +1.0% | +8.1% |
| 1Y | +43.5% | +1.8% | +41.8% | +42.8% |
| All | +135.3% | +44.1% | +91.2% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling