+170.7%
XLE vs WST
+321.8%
-151.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | -4.6% | +17.3% | +13.3% |
| 3M | +11.8% | +5.7% | +6.1% | +10.8% |
| 6M | +16.1% | +37.6% | -21.5% | +10.7% |
| YTD | +46.9% | +23.0% | +23.8% | +42.0% |
| 1Y | +53.3% | +33.8% | +19.4% | +46.1% |
| 3Y | +54.9% | -13.4% | +68.3% | +51.9% |
| 5Y | +225.7% | -27.0% | +252.6% | +224.2% |
| 10Y | +170.7% | +324.5% | -153.9% | +58.7% |
| All | +170.7% | +321.8% | -151.2% | +58.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling