+177.0%
XME vs WWD
+2,670.6%
-2,493.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.1% |
| 7D | +1.5% | +3.7% | -2.2% | -0.4% |
| 30D | -7.3% | +1.8% | -9.1% | -8.3% |
| 3M | -17.4% | -5.0% | -12.5% | -15.4% |
| 6M | -21.8% | -8.4% | -13.4% | -19.1% |
| YTD | -6.0% | +12.3% | -18.2% | -14.0% |
| 1Y | +3.8% | +26.2% | -22.5% | -11.7% |
| 3Y | +100.0% | +154.6% | -54.6% | +10.5% |
| 5Y | +116.1% | +195.3% | -79.2% | +6.9% |
| 10Y | +280.6% | +466.3% | -185.7% | +16.2% |
| All | +177.0% | +2,670.6% | -2,493.6% | -68.5% |
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