+6.7%
XME vs WTW
+8.6%
-1.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -0.6% |
| 7D | -5.5% | +4.9% | -10.4% | -4.7% |
| 30D | -11.1% | +17.1% | -28.2% | -9.1% |
| 3M | -11.1% | -0.3% | -10.8% | -11.1% |
| 6M | -18.0% | +30.7% | -48.7% | -14.0% |
| YTD | -7.4% | +3.7% | -11.1% | -1.4% |
| 1Y | +6.7% | +5.9% | +0.8% | +11.2% |
| All | +6.7% | +8.6% | -1.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling