+1,117.4%
XLI vs WST
+5,789.0%
-4,671.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -5.9% | -3.1% | -2.8% | -5.1% |
| 3M | -0.3% | +7.2% | -7.5% | -2.5% |
| 6M | +0.1% | +36.8% | -36.7% | -9.1% |
| YTD | +13.6% | +23.8% | -10.3% | +5.7% |
| 1Y | +17.2% | +37.8% | -20.6% | +5.2% |
| 3Y | +68.2% | -15.9% | +84.1% | +62.0% |
| 5Y | +80.7% | -25.8% | +106.5% | +75.4% |
| 10Y | +253.3% | +319.6% | -66.3% | +77.5% |
| All | +1,117.4% | +5,789.0% | -4,671.6% | +132.8% |
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