+1,024.7%
XLE vs WST
+5,789.0%
-4,764.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +11.8% | -3.1% | +14.9% | +12.6% |
| 3M | +9.8% | +7.2% | +2.6% | +7.6% |
| 6M | +15.6% | +36.8% | -21.2% | +5.9% |
| YTD | +45.3% | +23.8% | +21.4% | +36.0% |
| 1Y | +48.3% | +37.8% | +10.5% | +34.5% |
| 3Y | +55.4% | -15.9% | +71.3% | +49.6% |
| 5Y | +216.1% | -25.8% | +241.9% | +204.3% |
| 10Y | +178.4% | +319.6% | -141.2% | +40.9% |
| All | +1,024.7% | +5,789.0% | -4,764.3% | +153.8% |
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