+223.6%
XME vs WTW
+462.2%
-238.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.2% | -5.7% | +1.5% | -1.2% |
| 30D | -2.7% | -7.3% | +4.5% | +1.1% |
| 3M | -3.9% | +21.5% | -25.4% | -14.8% |
| 6M | -1.0% | +9.6% | -10.6% | -8.6% |
| YTD | +9.8% | -3.3% | +13.1% | +7.6% |
| 1Y | +32.5% | -6.1% | +38.7% | +31.6% |
| 3Y | +124.3% | +61.8% | +62.5% | +55.2% |
| 5Y | +165.8% | +42.7% | +123.1% | +95.7% |
| 10Y | +411.8% | +197.2% | +214.6% | +122.8% |
| All | +223.6% | +462.2% | -238.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling