+124.6%
XLP vs WST
+441.1%
-316.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.1% |
| 30D | +10.3% | +9.1% | +1.2% | +9.0% |
| 3M | +6.5% | +14.7% | -8.2% | +4.6% |
| 6M | +8.4% | +28.0% | -19.6% | +4.7% |
| YTD | +18.2% | +45.6% | -27.5% | +11.8% |
| 1Y | +22.4% | +45.7% | -23.2% | +15.7% |
| 3Y | +41.9% | +21.1% | +20.8% | +32.0% |
| 5Y | +40.9% | +0.3% | +40.5% | +33.5% |
| All | +124.6% | +441.1% | -316.5% | +38.4% |
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