+253.6%
XME vs WU
-38.9%
+292.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.1% |
| 7D | +0.3% | -2.0% | +2.3% | +1.1% |
| 30D | -6.1% | +11.4% | -17.5% | -10.8% |
| 3M | -18.6% | -6.8% | -11.8% | -17.0% |
| 6M | -23.9% | -14.6% | -9.3% | -20.9% |
| YTD | -9.3% | -20.6% | +11.3% | -3.5% |
| 1Y | +1.8% | -15.4% | +17.1% | +4.9% |
| 3Y | +93.0% | -23.6% | +116.6% | +101.1% |
| 5Y | +107.0% | -43.4% | +150.4% | +145.2% |
| All | +253.6% | -38.9% | +292.5% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling