+181.5%
XME vs WCN
+27.0%
+154.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | +1.4% | -3.0% | +4.4% | +2.2% |
| 3M | +2.7% | +2.5% | +0.2% | +1.1% |
| 6M | +6.5% | -5.7% | +12.2% | +7.9% |
| YTD | +15.2% | -7.4% | +22.6% | +17.5% |
| 1Y | +43.5% | -8.6% | +52.1% | +46.8% |
| 3Y | +135.9% | +19.4% | +116.5% | +104.6% |
| 5Y | +181.5% | +27.2% | +154.2% | +131.1% |
| All | +181.5% | +27.0% | +154.4% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling