+816.1%
XLB vs WST
+6,825.6%
-6,009.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | +6.1% | +9.1% | -3.0% | +3.5% |
| 3M | 0.0% | +14.7% | -14.7% | -3.9% |
| 6M | 0.0% | +28.0% | -28.1% | -7.2% |
| YTD | +16.0% | +45.6% | -29.6% | +3.1% |
| 1Y | +24.7% | +45.7% | -20.9% | +10.7% |
| 3Y | +40.4% | +21.1% | +19.3% | +20.5% |
| 5Y | +30.7% | +0.3% | +30.3% | +15.5% |
| 10Y | +173.3% | +449.0% | -275.8% | +27.9% |
| All | +816.1% | +6,825.6% | -6,009.4% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling