+508.9%
XLP vs WST
+5,789.0%
-5,280.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +3.8% | +7.2% | -3.4% | +2.5% |
| 6M | -1.7% | +36.8% | -38.6% | -7.0% |
| YTD | +10.3% | +23.8% | -13.6% | +5.8% |
| 1Y | +7.8% | +37.8% | -30.0% | +1.3% |
| 3Y | +27.2% | -15.9% | +43.1% | +24.7% |
| 5Y | +32.5% | -25.8% | +58.3% | +30.2% |
| 10Y | +101.8% | +319.6% | -217.8% | +37.7% |
| All | +508.9% | +5,789.0% | -5,280.1% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling