+107.7%
XLRE vs WST
+456.5%
-348.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +0.8% | +4.2% | -3.4% | 0.0% |
| 30D | +6.9% | +11.2% | -4.3% | +4.7% |
| 3M | -0.8% | +20.4% | -21.2% | -4.5% |
| 6M | +2.1% | +37.9% | -35.8% | -4.5% |
| YTD | +12.6% | +51.8% | -39.2% | +2.8% |
| 1Y | +12.5% | +56.6% | -44.1% | +1.9% |
| 3Y | +44.2% | +24.2% | +20.0% | +28.9% |
| 5Y | +9.1% | +0.7% | +8.5% | +0.6% |
| All | +107.7% | +456.5% | -348.8% | +21.3% |
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