+999.2%
WAT vs XME
+180.8%
+818.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +9.0% | -7.3% | +16.2% | +11.6% |
| 3M | +13.5% | -17.4% | +30.9% | +20.5% |
| 6M | +35.3% | -21.8% | +57.1% | +45.3% |
| YTD | +24.0% | -6.0% | +29.9% | +24.2% |
| 1Y | +22.0% | +3.8% | +18.2% | +18.0% |
| 3Y | +84.0% | +100.0% | -16.0% | +41.0% |
| 5Y | +34.4% | +116.1% | -81.7% | -1.7% |
| 10Y | +231.4% | +280.6% | -49.2% | +87.5% |
| All | +999.2% | +180.8% | +818.4% | +469.1% |
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 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