+135.9%
XLU vs WST
+344.2%
-208.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -3.3% | -1.7% | -1.6% | -3.1% |
| 3M | -3.2% | +4.9% | -8.0% | -4.0% |
| 6M | -7.0% | +45.5% | -52.5% | -12.4% |
| YTD | +0.6% | +26.1% | -25.5% | -3.4% |
| 1Y | +2.4% | +31.7% | -29.2% | -2.6% |
| 3Y | +46.3% | -12.1% | +58.3% | +43.5% |
| 5Y | +44.0% | -23.6% | +67.5% | +42.6% |
| All | +135.9% | +344.2% | -208.3% | +54.1% |
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