+402.6%
XME vs WCN
+235.9%
+166.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.2% | -3.1% | -1.1% | -2.8% |
| 30D | -2.7% | -3.4% | +0.7% | -1.2% |
| 3M | -3.9% | +3.0% | -6.9% | -6.2% |
| 6M | -1.0% | -3.8% | +2.8% | -0.9% |
| YTD | +9.8% | -8.3% | +18.1% | +12.4% |
| 1Y | +32.5% | -9.7% | +42.3% | +36.4% |
| 3Y | +124.3% | +17.2% | +107.2% | +93.0% |
| 5Y | +165.8% | +25.3% | +140.5% | +116.5% |
| All | +402.6% | +235.9% | +166.7% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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