+561.3%
XLP vs WST
+6,698.6%
-6,137.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | +3.5% | -5.8% | +9.3% | +4.5% |
| 30D | +11.6% | +5.3% | +6.2% | +10.6% |
| 3M | +7.6% | +11.8% | -4.2% | +5.6% |
| 6M | +10.0% | +26.7% | -16.7% | +5.6% |
| YTD | +19.7% | +43.0% | -23.2% | +12.2% |
| 1Y | +23.5% | +38.9% | -15.4% | +16.2% |
| 3Y | +44.0% | +18.2% | +25.8% | +32.8% |
| 5Y | +42.7% | -1.5% | +44.2% | +33.3% |
| 10Y | +131.3% | +439.0% | -307.6% | +51.3% |
| All | +561.3% | +6,698.6% | -6,137.3% | +180.5% |
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