-34.4%
XE vs WST
+7.0%
-41.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +8.1% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -15.5% | -4.6% | -10.8% | -15.5% |
| 3M | -14.6% | +5.7% | -20.3% | -10.9% |
| All | -34.4% | +7.0% | -41.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling