+163.9%
XLE vs WST
+446.4%
-282.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -6.7% | +1.4% | -8.1% | -6.9% |
| 30D | -4.4% | +12.7% | -17.1% | -5.9% |
| 3M | +4.0% | +17.2% | -13.2% | +1.8% |
| 6M | +13.2% | +26.7% | -13.5% | +9.5% |
| YTD | +41.9% | +50.3% | -8.4% | +33.6% |
| 1Y | +41.6% | +50.2% | -8.6% | +33.3% |
| 3Y | +64.0% | +21.7% | +42.3% | +52.5% |
| 5Y | +158.1% | +2.0% | +156.1% | +142.4% |
| 10Y | +163.9% | +451.1% | -287.1% | +50.7% |
| All | +163.9% | +446.4% | -282.4% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling