+88.2%
XLRE vs WST
+344.2%
-256.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.2% | +1.8% | -3.0% | -1.5% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | -2.5% | +4.9% | -7.4% | -3.6% |
| 6M | +4.0% | +45.5% | -41.6% | -4.0% |
| YTD | +9.3% | +26.1% | -16.8% | +3.6% |
| 1Y | +5.6% | +31.7% | -26.1% | -1.2% |
| 3Y | +31.3% | -12.1% | +43.4% | +27.7% |
| 5Y | +9.5% | -23.6% | +33.1% | +7.3% |
| All | +88.2% | +344.2% | -256.0% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling