+191.0%
NXPI vs WST
+448.5%
-257.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -4.4% | -3.1% | -1.3% | -3.3% |
| 30D | +5.6% | +9.1% | -3.5% | +2.7% |
| 3M | +7.6% | +14.7% | -7.1% | +2.9% |
| 6M | -17.6% | +28.0% | -45.6% | -24.4% |
| YTD | +15.9% | +45.6% | -29.8% | +1.5% |
| 1Y | +22.4% | +45.7% | -23.3% | +7.1% |
| 3Y | +43.2% | +21.1% | +22.2% | +21.0% |
| 5Y | +21.4% | +0.3% | +21.1% | +7.7% |
| All | +191.0% | +448.5% | -257.5% | +44.1% |
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