+178.7%
XHB vs WST
+2,568.2%
-2,389.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | -6.9% | -3.1% | -3.7% | -5.6% |
| 3M | -1.3% | +7.2% | -8.5% | -4.5% |
| 6M | -6.8% | +36.8% | -43.6% | -19.6% |
| YTD | +0.7% | +23.8% | -23.1% | -9.7% |
| 1Y | -11.2% | +37.8% | -49.0% | -24.6% |
| 3Y | +25.3% | -15.9% | +41.2% | +17.9% |
| 5Y | +37.3% | -25.8% | +63.1% | +32.2% |
| 10Y | +211.5% | +319.6% | -108.1% | -0.8% |
| All | +178.7% | +2,568.2% | -2,389.5% | -74.6% |
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