+247.7%
XLF vs WST
+332.3%
-84.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | -1.7% | +0.6% | -0.7% |
| 30D | -1.3% | -4.3% | +3.0% | -0.5% |
| 3M | +9.1% | +0.7% | +8.4% | +8.8% |
| 6M | +14.4% | +36.0% | -21.7% | +7.2% |
| YTD | +5.1% | +22.7% | -17.7% | +0.3% |
| 1Y | +8.6% | +34.1% | -25.5% | +1.5% |
| 3Y | +74.4% | -13.6% | +88.0% | +70.2% |
| 5Y | +64.4% | -26.0% | +90.3% | +62.8% |
| All | +247.7% | +332.3% | -84.6% | +93.7% |
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