+277.9%
XME vs WST
+446.4%
-168.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.2% | +1.4% | -1.5% | -0.4% |
| 30D | -9.2% | +12.7% | -21.9% | -11.3% |
| 3M | -17.8% | +17.2% | -34.9% | -20.4% |
| 6M | -20.0% | +26.7% | -46.7% | -23.9% |
| YTD | -6.6% | +50.3% | -56.9% | -14.7% |
| 1Y | +1.8% | +50.2% | -48.5% | -7.1% |
| 3Y | +98.7% | +21.7% | +77.0% | +78.1% |
| 5Y | +123.9% | +2.0% | +121.9% | +103.6% |
| 10Y | +277.9% | +451.1% | -173.2% | +102.9% |
| All | +277.9% | +446.4% | -168.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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