+30.1%
XEL vs WST
-25.8%
+55.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -1.5% | -4.6% | +3.1% | -1.1% |
| 3M | -0.2% | +5.7% | -5.9% | -0.8% |
| 6M | -5.4% | +37.6% | -43.0% | -8.3% |
| YTD | +5.6% | +23.0% | -17.4% | +3.4% |
| 1Y | +10.5% | +33.8% | -23.4% | +7.1% |
| 3Y | +49.2% | -13.4% | +62.5% | +47.6% |
| 5Y | +30.1% | -27.0% | +57.1% | +23.5% |
| All | +30.1% | -25.8% | +55.9% | +23.5% |
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 · 6 months rolling