+149.9%
XLE vs WST
-0.1%
+150.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -12.0% | -3.1% | -8.9% | -11.8% |
| 30D | -2.7% | +9.1% | -11.8% | -3.3% |
| 3M | +6.6% | +14.7% | -8.1% | +5.5% |
| 6M | +9.5% | +28.0% | -18.5% | +7.5% |
| YTD | +40.6% | +45.6% | -5.1% | +36.2% |
| 1Y | +43.6% | +45.7% | -2.1% | +39.1% |
| 3Y | +58.1% | +21.1% | +37.0% | +50.7% |
| All | +149.9% | -0.1% | +150.1% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling