+237.8%
XME vs WST
+2,247.2%
-2,009.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +6.0% | -3.1% | +9.1% | +7.3% |
| 3M | -7.7% | +7.2% | -14.9% | -10.4% |
| 6M | +1.0% | +36.8% | -35.9% | -11.7% |
| YTD | +14.6% | +23.8% | -9.2% | +3.8% |
| 1Y | +46.0% | +37.8% | +8.2% | +25.8% |
| 3Y | +127.0% | -15.9% | +142.9% | +113.5% |
| 5Y | +175.8% | -25.8% | +201.6% | +163.0% |
| 10Y | +414.6% | +319.6% | +95.0% | +63.9% |
| All | +237.8% | +2,247.2% | -2,009.4% | -68.2% |
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