+2,059.6%
XEL vs WST
+14,947.6%
-12,888.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.4% | +4.9% | -3.5% | +0.6% |
| 30D | +9.2% | +10.7% | -1.5% | +7.3% |
| 3M | +4.5% | +16.8% | -12.3% | +1.7% |
| 6M | +3.6% | +32.0% | -28.4% | -1.5% |
| YTD | +12.9% | +49.9% | -37.0% | +4.6% |
| 1Y | +4.1% | +50.6% | -46.5% | -3.7% |
| 3Y | +52.3% | +21.4% | +30.9% | +39.5% |
| 5Y | +51.6% | -0.6% | +52.2% | +41.0% |
| 10Y | +185.2% | +449.4% | -264.2% | +87.5% |
| All | +2,059.6% | +14,947.6% | -12,888.0% | +706.8% |
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