+46.0%
XME vs WTW
+3.0%
+43.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.1% |
| 7D | -0.1% | -2.6% | +2.5% | -0.5% |
| 30D | +6.0% | -1.0% | +7.0% | +5.8% |
| 3M | -7.7% | +29.9% | -37.7% | -3.2% |
| 6M | +1.0% | +10.7% | -9.7% | +5.5% |
| YTD | +14.6% | +2.6% | +12.1% | +20.2% |
| 1Y | +46.0% | +2.8% | +43.2% | +53.6% |
| All | +46.0% | +3.0% | +43.0% | +53.6% |
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