+195.8%
NXPI vs WST
+321.8%
-126.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | -6.6% | -4.6% | -2.0% | -5.2% |
| 3M | -25.4% | +5.7% | -31.1% | -27.0% |
| 6M | +11.9% | +37.6% | -25.6% | +0.2% |
| YTD | +4.0% | +23.0% | -19.0% | -3.7% |
| 1Y | +1.0% | +33.8% | -32.8% | -9.5% |
| 3Y | +16.3% | -13.4% | +29.7% | +11.6% |
| 5Y | +17.7% | -27.0% | +44.7% | +17.2% |
| 10Y | +195.8% | +324.5% | -128.7% | +61.4% |
| All | +195.8% | +321.8% | -126.0% | +61.4% |
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 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