+41.9%
XLP vs WST
+19.1%
+22.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.4% |
| 7D | +0.7% | -3.1% | +3.8% | +0.9% |
| 30D | +10.3% | +9.1% | +1.2% | +9.9% |
| 3M | +6.5% | +14.7% | -8.2% | +6.0% |
| 6M | +8.4% | +28.0% | -19.6% | +7.3% |
| YTD | +18.2% | +45.6% | -27.5% | +16.3% |
| 1Y | +22.4% | +45.7% | -23.2% | +20.4% |
| 3Y | +41.9% | +21.1% | +20.8% | +35.4% |
| All | +41.9% | +19.1% | +22.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling