+33.6%
XHB vs WST
-0.1%
+33.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | +7.8% | +9.1% | -1.3% | +5.6% |
| 3M | -5.5% | +14.7% | -20.2% | -8.5% |
| 6M | -2.6% | +28.0% | -30.6% | -8.3% |
| YTD | +0.4% | +45.6% | -45.3% | -8.8% |
| 1Y | -1.0% | +45.7% | -46.6% | -10.1% |
| 3Y | +37.3% | +21.1% | +16.2% | +20.8% |
| All | +33.6% | -0.1% | +33.8% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling