+241.5%
XME vs WY
+105.3%
+136.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +2.1% |
| 7D | +3.6% | -2.1% | +5.7% | +5.0% |
| 30D | +3.6% | -10.5% | +14.1% | +11.2% |
| 3M | +1.2% | -4.9% | +6.1% | +3.3% |
| 6M | +9.0% | -4.9% | +14.0% | +11.0% |
| YTD | +15.9% | -1.7% | +17.6% | +14.8% |
| 1Y | +43.2% | -9.4% | +52.6% | +48.5% |
| 3Y | +137.4% | -22.3% | +159.7% | +165.0% |
| 5Y | +185.0% | -20.5% | +205.6% | +209.6% |
| 10Y | +409.5% | +4.9% | +404.5% | +302.9% |
| All | +241.5% | +105.3% | +136.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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