+643.4%
XLU vs WST
+5,789.0%
-5,145.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | -1.3% | +7.2% | -8.5% | -2.8% |
| 6M | -7.6% | +36.8% | -44.5% | -13.3% |
| YTD | +2.3% | +23.8% | -21.6% | -2.4% |
| 1Y | +5.8% | +37.8% | -32.0% | -1.4% |
| 3Y | +50.5% | -15.9% | +66.4% | +47.0% |
| 5Y | +44.1% | -25.8% | +69.9% | +41.2% |
| 10Y | +138.2% | +319.6% | -181.4% | +55.3% |
| All | +643.4% | +5,789.0% | -5,145.7% | +174.6% |
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 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