+227.3%
XLI vs WST
+449.7%
-222.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.3% | +4.9% | -0.6% | +3.3% |
| 30D | +0.5% | +10.7% | -10.2% | -1.5% |
| 3M | -8.6% | +16.8% | -25.4% | -11.4% |
| 6M | -2.3% | +32.0% | -34.3% | -7.8% |
| YTD | +10.1% | +49.9% | -39.8% | +0.8% |
| 1Y | +11.0% | +50.6% | -39.6% | +1.4% |
| 3Y | +72.3% | +21.4% | +50.9% | +55.5% |
| 5Y | +70.8% | -0.6% | +71.4% | +59.2% |
| All | +227.3% | +449.7% | -222.4% | +75.5% |
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