+230.9%
XHB vs WST
+449.7%
-218.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | +4.9% | -7.3% | -3.7% |
| 30D | +7.1% | +10.7% | -3.6% | +4.1% |
| 3M | -6.0% | +16.8% | -22.8% | -10.1% |
| 6M | +2.1% | +32.0% | -29.9% | -6.0% |
| YTD | -0.6% | +49.9% | -50.5% | -12.3% |
| 1Y | -3.3% | +50.6% | -53.9% | -14.8% |
| 3Y | +34.1% | +21.4% | +12.7% | +16.0% |
| 5Y | +28.6% | -0.6% | +29.2% | +16.3% |
| All | +230.9% | +449.7% | -218.8% | +53.2% |
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