+72.4%
XLI vs WST
-15.4%
+87.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -5.9% | -3.1% | -2.8% | -5.7% |
| 3M | -0.3% | +7.2% | -7.5% | -1.0% |
| 6M | +0.1% | +36.8% | -36.7% | -3.1% |
| YTD | +13.6% | +23.8% | -10.3% | +10.8% |
| 1Y | +17.2% | +37.8% | -20.6% | +13.1% |
| All | +72.4% | -15.4% | +87.8% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling