+181.5%
XME vs WWD
+191.3%
-9.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -0.2% | +0.6% | -0.9% | -0.6% |
| 30D | +1.4% | -5.1% | +6.5% | +3.8% |
| 3M | +2.7% | -11.2% | +14.0% | +7.9% |
| 6M | +6.5% | -12.0% | +18.5% | +11.6% |
| YTD | +15.2% | +12.0% | +3.2% | +7.0% |
| 1Y | +43.5% | +42.8% | +0.7% | +17.6% |
| 3Y | +135.9% | +168.9% | -33.1% | +33.9% |
| 5Y | +181.5% | +192.2% | -10.8% | +43.3% |
| All | +181.5% | +191.3% | -9.8% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling