-40.9%
XE vs WST
+6.8%
-47.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.6% | -9.9% |
| 7D | -4.6% | -1.7% | -3.0% | -4.6% |
| 30D | -16.4% | -4.3% | -12.1% | -16.5% |
| 3M | -15.5% | +0.7% | -16.3% | -14.0% |
| All | -40.9% | +6.8% | -47.7% | -36.9% |
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 · Available span rolling