-5.1%
WAT vs XME
+179.6%
-184.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.7% | +3.6% | -4.3% | -2.0% |
| 30D | -1.0% | +3.6% | -4.6% | -2.3% |
| 3M | +10.9% | +1.2% | +9.7% | +9.9% |
| 6M | +33.2% | +9.0% | +24.1% | +27.8% |
| YTD | +6.1% | +15.9% | -9.8% | -1.4% |
| 1Y | +30.2% | +43.2% | -12.9% | +10.2% |
| 3Y | +52.9% | +137.4% | -84.5% | +4.0% |
| 5Y | -5.1% | +185.0% | -190.2% | -38.9% |
| All | -5.1% | +179.6% | -184.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling