+167.2%
XLE vs WST
+441.1%
-273.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -12.0% | -3.1% | -8.9% | -11.6% |
| 30D | -2.7% | +9.1% | -11.8% | -3.8% |
| 3M | +6.6% | +14.7% | -8.1% | +4.6% |
| 6M | +9.5% | +28.0% | -18.5% | +5.8% |
| YTD | +40.6% | +45.6% | -5.1% | +32.9% |
| 1Y | +43.6% | +45.7% | -2.1% | +35.7% |
| 3Y | +58.1% | +21.1% | +37.0% | +46.7% |
| 5Y | +152.2% | +0.3% | +151.9% | +137.0% |
| All | +167.2% | +441.1% | -273.9% | +53.6% |
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