+124.1%
XBI vs WST
+456.5%
-332.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.8% |
| 7D | -1.1% | +4.2% | -5.3% | -2.4% |
| 30D | +2.6% | +11.2% | -8.6% | -0.7% |
| 3M | -4.0% | +20.4% | -24.4% | -9.4% |
| 6M | +10.9% | +37.9% | -27.0% | +0.2% |
| YTD | +23.6% | +51.8% | -28.2% | +7.3% |
| 1Y | +35.1% | +56.6% | -21.5% | +16.0% |
| 3Y | +125.2% | +24.2% | +101.0% | +89.2% |
| 5Y | +19.7% | +0.7% | +19.1% | +7.8% |
| All | +124.1% | +456.5% | -332.5% | -17.6% |
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