+161.0%
XLB vs WST
+322.7%
-161.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -0.4% | -3.1% | +2.8% | +0.3% |
| 3M | +2.0% | +7.2% | -5.2% | +0.3% |
| 6M | +1.8% | +36.8% | -35.0% | -5.1% |
| YTD | +16.6% | +23.8% | -7.3% | +10.7% |
| 1Y | +16.9% | +37.8% | -20.8% | +8.2% |
| 3Y | +32.6% | -15.9% | +48.4% | +30.3% |
| 5Y | +35.6% | -25.8% | +61.5% | +34.4% |
| All | +161.0% | +322.7% | -161.7% | +44.6% |
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