+1,012.7%
WAT vs XME
+184.7%
+828.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.4% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +9.9% | -7.3% | +17.2% | +12.5% |
| 3M | +17.2% | -14.8% | +31.9% | +23.1% |
| 6M | +34.2% | -18.4% | +52.6% | +42.0% |
| YTD | +25.5% | -4.7% | +30.2% | +25.2% |
| 1Y | +28.3% | +5.7% | +22.5% | +23.3% |
| 3Y | +88.4% | +104.0% | -15.6% | +43.4% |
| 5Y | +36.1% | +122.4% | -86.3% | -1.4% |
| 10Y | +234.8% | +285.4% | -50.5% | +88.7% |
| All | +1,012.7% | +184.7% | +828.1% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling