+166.3%
XME vs NWSA
+40.0%
+126.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.2% | -2.8% | -1.4% | -3.0% |
| 30D | -2.7% | +3.0% | -5.7% | -4.0% |
| 3M | -3.9% | +12.3% | -16.2% | -9.7% |
| 6M | -1.0% | +21.9% | -22.8% | -10.9% |
| YTD | +9.8% | +13.6% | -3.7% | +1.5% |
| 1Y | +32.5% | +0.5% | +32.1% | +30.2% |
| 3Y | +124.3% | +43.8% | +80.6% | +80.4% |
| All | +166.3% | +40.0% | +126.3% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling