+215.1%
XLF vs WST
+449.7%
-234.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.2% | +4.9% | -3.6% | +0.3% |
| 30D | +6.2% | +10.7% | -4.5% | +4.2% |
| 3M | +0.9% | +16.8% | -16.0% | -2.1% |
| 6M | +13.6% | +32.0% | -18.3% | +7.6% |
| YTD | +7.6% | +49.9% | -42.3% | -1.2% |
| 1Y | +10.2% | +50.6% | -40.5% | +1.0% |
| 3Y | +79.8% | +21.4% | +58.4% | +62.6% |
| 5Y | +58.0% | -0.6% | +58.6% | +46.7% |
| All | +215.1% | +449.7% | -234.6% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling