+788.5%
XLK vs WST
+344.2%
+444.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | -0.6% | -1.7% | +1.1% | -0.2% |
| 3M | +2.6% | +4.9% | -2.3% | +0.9% |
| 6M | +34.0% | +45.5% | -11.6% | +19.4% |
| YTD | +30.7% | +26.1% | +4.5% | +21.0% |
| 1Y | +39.2% | +31.7% | +7.5% | +26.5% |
| 3Y | +120.4% | -12.1% | +132.5% | +111.3% |
| 5Y | +148.8% | -23.6% | +172.4% | +145.3% |
| All | +788.5% | +344.2% | +444.3% | +334.1% |
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