+14.9%
XLB vs WST
+35.8%
-20.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -1.7% | -4.6% | +2.9% | -1.1% |
| 3M | +4.4% | +5.7% | -1.3% | +3.3% |
| 6M | +5.0% | +37.6% | -32.5% | -0.6% |
| YTD | +15.5% | +23.0% | -7.6% | +10.9% |
| 1Y | +14.9% | +33.8% | -18.9% | +8.4% |
| All | +14.9% | +35.8% | -20.8% | +8.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling