-5.8%
XLC vs WST
+47.3%
-53.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.7% |
| 30D | -6.0% | +8.5% | -14.5% | -6.5% |
| 3M | -6.0% | +17.2% | -23.2% | -7.2% |
| 6M | -9.1% | +36.3% | -45.3% | -11.2% |
| YTD | -10.0% | +48.9% | -58.9% | -12.0% |
| 1Y | -5.8% | +42.9% | -48.7% | -6.9% |
| All | -5.8% | +47.3% | -53.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling