+422.3%
XLF vs WST
+5,789.0%
-5,366.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | +0.2% | -3.1% | +3.3% | +1.2% |
| 3M | +11.7% | +7.2% | +4.5% | +8.7% |
| 6M | +13.8% | +36.8% | -23.0% | +0.9% |
| YTD | +7.0% | +23.8% | -16.9% | -2.2% |
| 1Y | +9.1% | +37.8% | -28.6% | -4.6% |
| 3Y | +75.6% | -15.9% | +91.5% | +66.2% |
| 5Y | +66.4% | -25.8% | +92.3% | +58.6% |
| 10Y | +250.3% | +319.6% | -69.3% | +41.0% |
| All | +422.3% | +5,789.0% | -5,366.7% | -29.6% |
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