+226.1%
XLI vs WST
+456.5%
-230.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +3.8% | +4.2% | -0.5% | +2.9% |
| 30D | +1.0% | +11.2% | -10.2% | -1.1% |
| 3M | -8.9% | +20.4% | -29.3% | -12.3% |
| 6M | -2.3% | +37.9% | -40.2% | -8.6% |
| YTD | +9.7% | +51.8% | -42.1% | +0.1% |
| 1Y | +12.3% | +56.6% | -44.3% | +1.8% |
| 3Y | +71.5% | +24.2% | +47.2% | +53.9% |
| 5Y | +70.2% | +0.7% | +69.5% | +58.2% |
| All | +226.1% | +456.5% | -230.5% | +74.3% |
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 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