+566.3%
XLP vs WST
+6,980.9%
-6,414.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.3% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | +13.5% | +8.5% | +5.0% | +11.9% |
| 3M | +8.4% | +17.2% | -8.8% | +5.6% |
| 6M | +11.5% | +36.3% | -24.7% | +5.8% |
| YTD | +20.6% | +48.9% | -28.3% | +12.4% |
| 1Y | +24.3% | +42.9% | -18.6% | +16.4% |
| 3Y | +45.1% | +23.1% | +22.0% | +33.0% |
| 5Y | +44.6% | -4.4% | +49.0% | +36.0% |
| 10Y | +133.1% | +461.3% | -328.3% | +51.4% |
| All | +566.3% | +6,980.9% | -6,414.7% | +180.8% |
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