+80.1%
XLF vs WST
+23.5%
+56.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.9% | +1.4% | +0.6% | +1.8% |
| 30D | +6.5% | +12.7% | -6.2% | +5.6% |
| 3M | +1.2% | +17.2% | -16.0% | 0.0% |
| 6M | +14.6% | +26.7% | -12.1% | +12.5% |
| YTD | +7.7% | +50.3% | -42.6% | +4.2% |
| 1Y | +11.8% | +50.2% | -38.5% | +8.1% |
| 3Y | +80.1% | +21.7% | +58.4% | +66.3% |
| All | +80.1% | +23.5% | +56.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling