+31.0%
XLV vs WST
-11.8%
+42.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -1.4% | -2.0% | +0.6% | -1.2% |
| 3M | +8.9% | +4.1% | +4.8% | +8.4% |
| 6M | +9.1% | +47.4% | -38.3% | +4.8% |
| YTD | +7.9% | +25.4% | -17.5% | +5.1% |
| 1Y | +22.7% | +35.3% | -12.6% | +18.6% |
| All | +31.0% | -11.8% | +42.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling