+183.8%
XEL vs WST
+452.9%
-269.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | +1.1% | -0.3% | +0.6% |
| 30D | +9.3% | +12.4% | -3.0% | +7.4% |
| 3M | +5.3% | +17.6% | -12.3% | +2.6% |
| 6M | +2.2% | +28.3% | -26.1% | -1.9% |
| YTD | +12.3% | +50.5% | -38.2% | +4.8% |
| 1Y | +3.0% | +49.4% | -46.4% | -3.8% |
| 3Y | +51.6% | +21.9% | +29.7% | +39.7% |
| 5Y | +50.0% | +0.4% | +49.6% | +41.0% |
| 10Y | +183.8% | +451.5% | -267.7% | +72.6% |
| All | +183.8% | +452.9% | -269.0% | +72.6% |
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