+86.9%
XME vs WST
+19.1%
+67.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.2% |
| 7D | -4.5% | -3.1% | -1.4% | -4.2% |
| 30D | -10.9% | +9.1% | -20.0% | -11.4% |
| 3M | -15.3% | +14.7% | -29.9% | -16.0% |
| 6M | -24.6% | +28.0% | -52.6% | -25.9% |
| YTD | -9.6% | +45.6% | -55.3% | -12.2% |
| 1Y | +2.9% | +45.7% | -42.8% | -0.1% |
| 3Y | +86.9% | +21.1% | +65.8% | +66.4% |
| All | +86.9% | +19.1% | +67.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling