+241.5%
XME vs WSM
+1,952.6%
-1,711.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | +3.6% | -9.5% | +13.1% | +7.3% |
| 3M | +1.2% | +12.9% | -11.7% | -3.4% |
| 6M | +9.0% | +23.0% | -14.0% | +0.8% |
| YTD | +15.9% | +28.9% | -13.0% | +5.1% |
| 1Y | +43.2% | +13.7% | +29.5% | +35.3% |
| 3Y | +137.4% | +232.6% | -95.2% | +41.5% |
| 5Y | +185.0% | +185.9% | -0.8% | +69.9% |
| 10Y | +409.5% | +998.6% | -589.1% | +54.7% |
| All | +241.5% | +1,952.6% | -1,711.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 all: compounded portfolio wealth divided by compounded WSM 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…
all analysis · Full analysis span regression · 6 months rolling