+36.5%
XLB vs WST
-25.7%
+62.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | +2.0% | +7.2% | -5.2% | +0.8% |
| 6M | +1.8% | +36.8% | -35.0% | -3.1% |
| YTD | +16.6% | +23.8% | -7.3% | +12.4% |
| 1Y | +16.9% | +37.8% | -20.8% | +10.7% |
| 3Y | +32.6% | -15.9% | +48.4% | +31.8% |
| All | +36.5% | -25.7% | +62.2% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling