+46.2%
XEL vs WST
+1.8%
+44.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +8.7% | +12.9% | -4.2% | +7.5% |
| 3M | +3.5% | +16.7% | -13.2% | +2.1% |
| 6M | +2.6% | +26.8% | -24.3% | +0.3% |
| YTD | +11.1% | +50.5% | -39.4% | +6.7% |
| 1Y | +2.2% | +52.9% | -50.7% | -2.0% |
| 3Y | +51.1% | +23.9% | +27.2% | +43.3% |
| All | +46.2% | +1.8% | +44.5% | +34.6% |
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 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