+190.6%
XME vs WU
-21.8%
+212.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.3% |
| 7D | +0.3% | -2.0% | +2.3% | +1.3% |
| 30D | -6.1% | +11.4% | -17.5% | -12.3% |
| 3M | -18.6% | -6.8% | -11.8% | -16.6% |
| 6M | -23.9% | -14.6% | -9.3% | -20.3% |
| YTD | -9.3% | -20.6% | +11.3% | -2.3% |
| 1Y | +1.8% | -15.4% | +17.1% | +5.5% |
| 3Y | +93.0% | -23.6% | +116.6% | +102.2% |
| 5Y | +107.0% | -43.4% | +150.4% | +149.1% |
| 10Y | +266.9% | -38.8% | +305.7% | +301.1% |
| All | +190.6% | -21.8% | +212.5% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling