+37.3%
XHB vs WST
+19.1%
+18.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | +7.8% | +9.1% | -1.3% | +6.6% |
| 3M | -5.5% | +14.7% | -20.2% | -7.2% |
| 6M | -2.6% | +28.0% | -30.6% | -5.8% |
| YTD | +0.4% | +45.6% | -45.3% | -4.9% |
| 1Y | -1.0% | +45.7% | -46.6% | -6.2% |
| 3Y | +37.3% | +21.1% | +16.2% | +22.1% |
| All | +37.3% | +19.1% | +18.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling