+179.2%
XLE vs WST
+456.5%
-277.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | +5.4% | +4.2% | +1.2% | +4.9% |
| 30D | -3.9% | +11.2% | -15.2% | -5.3% |
| 3M | +7.0% | +20.4% | -13.4% | +4.4% |
| 6M | +14.2% | +37.9% | -23.7% | +9.3% |
| YTD | +48.2% | +51.8% | -3.6% | +39.3% |
| 1Y | +47.7% | +56.6% | -8.9% | +38.2% |
| 3Y | +70.0% | +24.2% | +45.8% | +57.5% |
| 5Y | +169.1% | +0.7% | +168.5% | +154.0% |
| All | +179.2% | +456.5% | -277.4% | +60.1% |
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