+61.0%
XLC vs WST
+19.1%
+41.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.3% |
| 7D | +4.9% | -3.1% | +8.0% | +5.1% |
| 30D | -5.8% | +9.1% | -14.9% | -6.4% |
| 3M | -5.4% | +14.7% | -20.1% | -6.3% |
| 6M | -10.2% | +28.0% | -38.2% | -11.7% |
| YTD | -10.2% | +45.6% | -55.8% | -12.5% |
| 1Y | -5.6% | +45.7% | -51.3% | -8.1% |
| 3Y | +61.0% | +21.1% | +39.9% | +52.2% |
| All | +61.0% | +19.1% | +41.9% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling