+719.7%
XLK vs WST
+456.5%
+263.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.4% |
| 7D | +3.4% | +4.2% | -0.9% | +2.2% |
| 30D | -10.6% | +11.2% | -21.8% | -13.2% |
| 3M | -10.6% | +20.4% | -31.0% | -15.3% |
| 6M | -3.5% | +37.9% | -41.4% | -12.2% |
| YTD | +18.7% | +51.8% | -33.1% | +4.2% |
| 1Y | +19.4% | +56.6% | -37.2% | +3.7% |
| 3Y | +94.5% | +24.2% | +70.2% | +65.1% |
| 5Y | +111.2% | +0.7% | +110.5% | +90.4% |
| All | +719.7% | +456.5% | +263.1% | +256.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling