+147.8%
XEL vs WST
+344.2%
-196.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | -3.9% | -1.7% | -2.2% | -3.7% |
| 3M | -2.8% | +4.9% | -7.7% | -3.6% |
| 6M | -5.4% | +45.5% | -50.9% | -11.0% |
| YTD | +3.8% | +26.1% | -22.4% | -0.4% |
| 1Y | +6.8% | +31.7% | -24.9% | +1.5% |
| 3Y | +45.6% | -12.1% | +57.7% | +42.7% |
| 5Y | +30.7% | -23.6% | +54.3% | +29.5% |
| All | +147.8% | +344.2% | -196.4% | +63.0% |
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 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