+167.9%
WAT vs XME
+412.4%
-244.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -1.7% | +1.4% | -3.1% | -2.2% |
| 3M | +9.1% | +2.7% | +6.3% | +7.6% |
| 6M | +32.4% | +6.5% | +25.9% | +28.4% |
| YTD | +6.6% | +15.2% | -8.6% | -0.2% |
| 1Y | +34.7% | +43.5% | -8.8% | +15.8% |
| 3Y | +53.6% | +135.9% | -82.3% | +9.4% |
| 5Y | -4.1% | +181.5% | -185.5% | -36.9% |
| 10Y | +167.9% | +436.9% | -269.0% | +30.7% |
| All | +167.9% | +412.4% | -244.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling