+167.7%
XLE vs WST
+324.6%
-156.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +11.8% | -3.1% | +14.9% | +12.2% |
| 3M | +9.8% | +7.2% | +2.6% | +8.7% |
| 6M | +15.6% | +36.8% | -21.2% | +10.3% |
| YTD | +45.3% | +23.8% | +21.4% | +40.3% |
| 1Y | +48.3% | +37.8% | +10.5% | +40.8% |
| 3Y | +55.4% | -15.9% | +71.3% | +53.4% |
| 5Y | +216.1% | -25.8% | +241.9% | +213.6% |
| All | +167.7% | +324.6% | -156.9% | +56.9% |
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 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