+6.7%
XME vs WWD
+27.2%
-20.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -5.5% | +7.3% | -12.8% | -8.3% |
| 30D | -11.1% | -2.0% | -9.1% | -10.4% |
| 3M | -11.1% | -12.6% | +1.4% | -6.4% |
| 6M | -18.0% | -8.4% | -9.6% | -15.9% |
| YTD | -7.4% | +8.2% | -15.6% | -10.7% |
| 1Y | +6.7% | +26.5% | -19.9% | -1.0% |
| All | +6.7% | +27.2% | -20.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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