+34.1%
XLP vs WST
-25.7%
+59.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +0.7% | -1.8% | -1.1% |
| 30D | -0.9% | -3.1% | +2.3% | -0.6% |
| 3M | +3.8% | +7.2% | -3.4% | +3.2% |
| 6M | -1.7% | +36.8% | -38.6% | -4.3% |
| YTD | +10.3% | +23.8% | -13.6% | +8.1% |
| 1Y | +7.8% | +37.8% | -30.0% | +4.6% |
| 3Y | +27.2% | -15.9% | +43.1% | +27.0% |
| All | +34.1% | -25.7% | +59.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling