+228.3%
WAT vs XME
+260.6%
-32.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.4% | -6.1% | +11.5% | +7.6% |
| 3M | +11.3% | -18.6% | +29.9% | +19.1% |
| 6M | +37.4% | -23.9% | +61.3% | +49.3% |
| YTD | +21.2% | -9.3% | +30.5% | +22.7% |
| 1Y | +21.3% | +1.8% | +19.6% | +17.7% |
| 3Y | +83.4% | +93.0% | -9.6% | +38.6% |
| 5Y | +29.0% | +107.0% | -78.0% | -6.6% |
| All | +228.3% | +260.6% | -32.2% | +77.1% |
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