+988.5%
XLE vs WST
+6,698.6%
-5,710.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.0% |
| 7D | -10.3% | -5.8% | -4.5% | -9.0% |
| 30D | -3.3% | +5.3% | -8.6% | -4.6% |
| 3M | +8.2% | +11.8% | -3.6% | +5.1% |
| 6M | +5.0% | +26.7% | -21.7% | -1.5% |
| YTD | +40.6% | +43.0% | -2.4% | +26.9% |
| 1Y | +45.0% | +38.9% | +6.2% | +31.7% |
| 3Y | +56.3% | +18.2% | +38.2% | +37.1% |
| 5Y | +152.2% | -1.5% | +153.7% | +124.6% |
| 10Y | +173.0% | +439.0% | -266.0% | +28.7% |
| All | +988.5% | +6,698.6% | -5,710.1% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling