+246.5%
XLF vs WST
+341.6%
-95.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -1.6% | -2.0% | +0.4% | -1.3% |
| 3M | +9.3% | +4.1% | +5.2% | +8.3% |
| 6M | +14.6% | +47.4% | -32.8% | +5.8% |
| YTD | +4.7% | +25.4% | -20.7% | -0.4% |
| 1Y | +8.6% | +35.3% | -26.7% | +1.4% |
| 3Y | +73.9% | -11.7% | +85.5% | +68.9% |
| 5Y | +65.0% | -24.0% | +89.0% | +62.5% |
| All | +246.5% | +341.6% | -95.1% | +92.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling