+139.5%
XLP vs WST
+456.5%
-317.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.5% | +4.2% | -1.7% | +2.0% |
| 30D | +7.3% | +11.2% | -3.9% | +5.8% |
| 3M | +8.1% | +20.4% | -12.3% | +5.4% |
| 6M | +10.5% | +37.9% | -27.4% | +5.7% |
| YTD | +21.2% | +51.8% | -30.6% | +14.0% |
| 1Y | +22.7% | +56.6% | -33.9% | +14.9% |
| 3Y | +44.8% | +24.2% | +20.6% | +34.5% |
| 5Y | +44.7% | +0.7% | +44.1% | +37.8% |
| All | +139.5% | +456.5% | -317.0% | +49.1% |
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