+164.2%
XLB vs WST
+446.4%
-282.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +6.9% | +12.7% | -5.8% | +4.3% |
| 3M | -0.2% | +17.2% | -17.3% | -3.4% |
| 6M | +3.3% | +26.7% | -23.4% | -1.9% |
| YTD | +18.0% | +50.3% | -32.3% | +7.7% |
| 1Y | +24.2% | +50.2% | -26.0% | +13.3% |
| 3Y | +44.7% | +21.7% | +23.0% | +29.6% |
| 5Y | +31.6% | +2.0% | +29.5% | +20.6% |
| 10Y | +164.2% | +451.1% | -286.9% | +38.6% |
| All | +164.2% | +446.4% | -282.2% | +38.6% |
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 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