+64.7%
XLC vs WST
+24.3%
+40.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | +3.7% | +4.2% | -0.5% | +3.4% |
| 30D | -1.9% | +11.2% | -13.1% | -2.6% |
| 3M | -3.1% | +20.4% | -23.5% | -4.3% |
| 6M | -6.4% | +37.9% | -44.2% | -8.4% |
| YTD | -6.8% | +51.8% | -58.6% | -9.5% |
| 1Y | -1.7% | +56.6% | -58.3% | -4.8% |
| 3Y | +64.7% | +24.2% | +40.5% | +53.7% |
| All | +64.7% | +24.3% | +40.4% | +53.7% |
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