+136.2%
XLP vs WST
+449.7%
-313.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | +8.2% | +10.7% | -2.5% | +6.7% |
| 3M | +7.7% | +16.8% | -9.1% | +5.5% |
| 6M | +9.3% | +32.0% | -22.7% | +5.1% |
| YTD | +19.5% | +49.9% | -30.4% | +12.6% |
| 1Y | +21.0% | +50.6% | -29.6% | +13.9% |
| 3Y | +43.2% | +21.4% | +21.8% | +33.6% |
| 5Y | +42.7% | -0.6% | +43.3% | +36.1% |
| All | +136.2% | +449.7% | -313.5% | +47.2% |
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