+44.4%
XLU vs WST
-24.9%
+69.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -2.5% | -2.0% | -0.5% | -2.4% |
| 3M | -2.7% | +4.1% | -6.8% | -3.2% |
| 6M | -7.5% | +47.4% | -54.9% | -10.9% |
| YTD | +0.9% | +25.4% | -24.5% | -1.5% |
| 1Y | +3.3% | +35.3% | -32.0% | -0.1% |
| 3Y | +47.3% | -11.7% | +59.0% | +45.9% |
| 5Y | +44.4% | -24.0% | +68.4% | +38.4% |
| All | +44.4% | -24.9% | +69.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling