+175.2%
XME vs WST
+2,748.3%
-2,573.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.2% | +1.4% | -1.5% | -0.6% |
| 30D | -9.2% | +12.7% | -21.9% | -13.1% |
| 3M | -17.8% | +17.2% | -34.9% | -22.6% |
| 6M | -20.0% | +26.7% | -46.7% | -27.3% |
| YTD | -6.6% | +50.3% | -56.9% | -21.5% |
| 1Y | +1.8% | +50.2% | -48.5% | -14.5% |
| 3Y | +98.7% | +21.7% | +77.0% | +59.6% |
| 5Y | +123.9% | +2.0% | +121.9% | +86.9% |
| 10Y | +277.9% | +451.1% | -173.2% | +6.9% |
| All | +175.2% | +2,748.3% | -2,573.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling