+169.1%
XLB vs WST
+441.1%
-272.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | +6.1% | +9.1% | -3.0% | +4.2% |
| 3M | 0.0% | +14.7% | -14.7% | -2.8% |
| 6M | 0.0% | +28.0% | -28.1% | -5.3% |
| YTD | +16.0% | +45.6% | -29.6% | +6.5% |
| 1Y | +24.7% | +45.7% | -20.9% | +14.5% |
| 3Y | +40.4% | +21.1% | +19.3% | +25.4% |
| 5Y | +30.7% | +0.3% | +30.3% | +20.0% |
| All | +169.1% | +441.1% | -272.0% | +43.0% |
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