+440.3%
XME vs WST
+326.7%
+113.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +3.6% | -4.6% | +8.2% | +4.6% |
| 3M | +1.2% | +5.7% | -4.5% | -0.1% |
| 6M | +9.0% | +37.6% | -28.5% | +1.5% |
| YTD | +15.9% | +23.0% | -7.1% | +10.2% |
| 1Y | +43.2% | +33.8% | +9.3% | +33.4% |
| 3Y | +137.4% | -13.4% | +150.7% | +131.2% |
| 5Y | +185.0% | -27.0% | +212.0% | +179.5% |
| All | +440.3% | +326.7% | +113.6% | +209.9% |
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