+228.0%
XLI vs WST
+446.4%
-218.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -0.3% | +12.7% | -13.0% | -2.6% |
| 3M | -8.4% | +17.2% | -25.5% | -11.3% |
| 6M | -2.1% | +26.7% | -28.7% | -6.8% |
| YTD | +9.6% | +50.3% | -40.6% | +0.3% |
| 1Y | +10.7% | +50.2% | -39.6% | +1.2% |
| 3Y | +71.6% | +21.7% | +49.8% | +54.7% |
| 5Y | +70.8% | +2.0% | +68.7% | +57.8% |
| 10Y | +228.0% | +451.1% | -223.1% | +76.1% |
| All | +228.0% | +446.4% | -218.4% | +76.1% |
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