+125.2%
XBI vs WST
+24.3%
+100.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.6% |
| 7D | -1.1% | +4.2% | -5.3% | -1.6% |
| 30D | +2.6% | +11.2% | -8.6% | +1.2% |
| 3M | -4.0% | +20.4% | -24.4% | -6.2% |
| 6M | +10.9% | +37.9% | -27.0% | +6.6% |
| YTD | +23.6% | +51.8% | -28.2% | +16.9% |
| 1Y | +35.1% | +56.6% | -21.5% | +27.3% |
| 3Y | +125.2% | +24.2% | +101.0% | +89.8% |
| All | +125.2% | +24.3% | +100.9% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling