+215.5%
XHB vs WST
+325.7%
-110.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.9% | -1.7% | -0.3% | -1.5% |
| 30D | -8.3% | -4.3% | -4.0% | -7.2% |
| 3M | -7.1% | +0.7% | -7.9% | -7.5% |
| 6M | -5.3% | +36.0% | -41.3% | -13.7% |
| YTD | -3.2% | +22.7% | -25.9% | -9.5% |
| 1Y | -13.9% | +34.1% | -48.0% | -21.8% |
| 3Y | +24.9% | -13.6% | +38.5% | +20.9% |
| 5Y | +34.5% | -26.0% | +60.5% | +33.1% |
| 10Y | +215.5% | +335.8% | -120.3% | +63.4% |
| All | +215.5% | +325.7% | -110.2% | +63.4% |
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