+267.5%
XME vs WU
-19.6%
+287.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -0.1% | -0.8% | +0.7% | +0.4% |
| 30D | +6.0% | -1.1% | +7.1% | +6.3% |
| 3M | -7.7% | -3.9% | -3.9% | -8.3% |
| 6M | +1.0% | -20.7% | +21.6% | +11.0% |
| YTD | +14.6% | -18.4% | +33.0% | +23.2% |
| 1Y | +46.0% | -8.1% | +54.0% | +44.6% |
| 3Y | +127.0% | -24.2% | +151.2% | +140.4% |
| 5Y | +175.8% | -50.4% | +226.3% | +264.6% |
| 10Y | +414.6% | -40.0% | +454.7% | +477.6% |
| All | +267.5% | -19.6% | +287.1% | +204.1% |
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