+253.6%
XME vs WCC
+431.3%
-177.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | +0.3% | +9.9% | -9.6% | -3.8% |
| 30D | -6.1% | -8.4% | +2.3% | -3.1% |
| 3M | -18.6% | -10.3% | -8.3% | -15.5% |
| 6M | -23.9% | -10.5% | -13.4% | -21.3% |
| YTD | -9.3% | +32.2% | -41.5% | -21.8% |
| 1Y | +1.8% | +25.5% | -23.8% | -10.2% |
| 3Y | +93.0% | +134.7% | -41.7% | +19.5% |
| 5Y | +107.0% | +139.9% | -32.9% | +18.1% |
| All | +253.6% | +431.3% | -177.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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