+237.8%
XME vs WWD
+2,733.4%
-2,495.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.8% |
| 30D | +6.0% | -7.2% | +13.2% | +10.2% |
| 3M | -7.7% | -3.8% | -3.9% | -6.7% |
| 6M | +1.0% | -9.9% | +10.9% | +5.1% |
| YTD | +14.6% | +14.8% | -0.2% | +3.8% |
| 1Y | +46.0% | +42.1% | +3.9% | +16.3% |
| 3Y | +127.0% | +170.8% | -43.8% | +21.2% |
| 5Y | +175.8% | +197.5% | -21.7% | +36.1% |
| 10Y | +414.6% | +477.8% | -63.2% | +56.1% |
| All | +237.8% | +2,733.4% | -2,495.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling