+855.6%
WAT vs XME
+242.3%
+613.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +2.3% | +6.0% | -3.6% | +0.3% |
| 3M | +8.7% | -7.7% | +16.5% | +11.1% |
| 6M | +28.3% | +1.0% | +27.4% | +26.8% |
| YTD | +7.8% | +14.6% | -6.9% | +1.5% |
| 1Y | +36.6% | +46.0% | -9.4% | +17.7% |
| 3Y | +45.7% | +127.0% | -81.3% | +7.3% |
| 5Y | -3.3% | +175.8% | -179.1% | -34.7% |
| 10Y | +162.1% | +414.6% | -252.5% | +34.3% |
| All | +855.6% | +242.3% | +613.3% | +364.8% |
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