+10.7%
XLI vs WST
+52.5%
-41.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -0.3% | +12.7% | -13.0% | -2.1% |
| 3M | -8.4% | +17.2% | -25.5% | -10.6% |
| 6M | -2.1% | +26.7% | -28.7% | -6.0% |
| YTD | +9.6% | +50.3% | -40.6% | +0.5% |
| 1Y | +10.7% | +50.2% | -39.6% | +1.3% |
| All | +10.7% | +52.5% | -41.9% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling