+142.5%
XLC vs WST
+246.5%
-104.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.8% | +0.7% | -1.6% | -1.0% |
| 30D | +1.0% | -3.1% | +4.2% | +1.7% |
| 3M | -0.7% | +7.2% | -7.9% | -2.5% |
| 6M | -5.1% | +36.8% | -42.0% | -12.4% |
| YTD | -4.3% | +23.8% | -28.1% | -9.8% |
| 1Y | -0.6% | +37.8% | -38.3% | -9.1% |
| 3Y | +72.7% | -15.9% | +88.6% | +70.0% |
| 5Y | +38.0% | -25.8% | +63.8% | +37.4% |
| All | +142.5% | +246.5% | -104.0% | +34.9% |
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 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