+335.8%
WST vs EXEL
+378.5%
-42.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.4% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -4.3% | +10.1% | -14.5% | -5.5% |
| 3M | +0.7% | +10.1% | -9.3% | -0.6% |
| 6M | +36.0% | +37.7% | -1.6% | +30.1% |
| YTD | +22.7% | +33.1% | -10.3% | +17.9% |
| 1Y | +34.1% | +52.4% | -18.3% | +26.4% |
| 3Y | -13.6% | +163.8% | -177.4% | -26.3% |
| 5Y | -26.0% | +198.5% | -224.5% | -39.0% |
| 10Y | +335.8% | +386.9% | -51.1% | +245.3% |
| All | +335.8% | +378.5% | -42.7% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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