+1,033.0%
XLI vs WST
+6,825.6%
-5,792.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | -3.1% | +9.1% | -12.2% | -5.5% |
| 3M | -11.7% | +14.7% | -26.4% | -15.2% |
| 6M | -7.6% | +28.0% | -35.6% | -14.2% |
| YTD | +5.7% | +45.6% | -39.9% | -6.1% |
| 1Y | +7.8% | +45.7% | -37.8% | -4.4% |
| 3Y | +67.4% | +21.1% | +46.3% | +44.0% |
| 5Y | +64.8% | +0.3% | +64.5% | +45.8% |
| 10Y | +241.2% | +449.0% | -207.8% | +57.9% |
| All | +1,033.0% | +6,825.6% | -5,792.6% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling