+58.1%
XLE vs WST
+16.9%
+41.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.8% |
| 7D | -10.3% | -5.8% | -4.5% | -10.1% |
| 30D | -3.3% | +5.3% | -8.6% | -3.5% |
| 3M | +8.2% | +11.8% | -3.6% | +7.7% |
| 6M | +5.0% | +26.7% | -21.7% | +4.0% |
| YTD | +40.6% | +43.0% | -2.4% | +38.1% |
| 1Y | +45.0% | +38.9% | +6.2% | +42.6% |
| All | +58.1% | +16.9% | +41.2% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling