+1,890.4%
XEL vs WST
+12,330.1%
-10,439.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -1.9% | -3.1% | +1.2% | -1.4% |
| 3M | -1.9% | +7.2% | -9.1% | -3.2% |
| 6M | -7.4% | +36.8% | -44.3% | -12.7% |
| YTD | +4.1% | +23.8% | -19.8% | -0.4% |
| 1Y | +8.0% | +37.8% | -29.7% | +1.3% |
| 3Y | +48.4% | -15.9% | +64.3% | +45.2% |
| 5Y | +27.2% | -25.8% | +53.1% | +24.7% |
| 10Y | +146.8% | +319.6% | -172.8% | +69.9% |
| All | +1,890.4% | +12,330.1% | -10,439.7% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling