+83.7%
XLI vs WST
-25.3%
+108.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -5.9% | -3.1% | -2.8% | -5.5% |
| 3M | -0.3% | +7.2% | -7.5% | -1.4% |
| 6M | +0.1% | +36.8% | -36.7% | -4.7% |
| YTD | +13.6% | +23.8% | -10.3% | +9.5% |
| 1Y | +17.2% | +37.8% | -20.6% | +11.0% |
| 3Y | +68.2% | -15.9% | +84.1% | +67.1% |
| All | +83.7% | -25.3% | +108.9% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling