-65.6%
XE vs WST
+29.5%
-95.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -8.5% |
| 7D | -12.9% | +1.3% | -14.2% | -13.0% |
| 30D | -30.3% | +8.5% | -38.8% | -30.6% |
| 3M | -45.9% | +17.2% | -63.1% | -46.2% |
| 6M | -66.2% | +36.3% | -102.5% | -63.8% |
| All | -65.6% | +29.5% | -95.1% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling