+896.5%
XLV vs WST
+5,736.5%
-4,840.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -1.1% | -4.3% | +3.2% | 0.0% |
| 3M | +8.2% | +0.7% | +7.5% | +7.9% |
| 6M | +8.9% | +36.0% | -27.1% | +0.1% |
| YTD | +8.5% | +22.7% | -14.2% | +2.1% |
| 1Y | +22.3% | +34.1% | -11.8% | +12.0% |
| 3Y | +32.6% | -13.6% | +46.2% | +27.5% |
| 5Y | +34.4% | -26.0% | +60.4% | +31.5% |
| 10Y | +175.4% | +335.8% | -160.4% | +55.4% |
| All | +896.5% | +5,736.5% | -4,840.0% | +174.8% |
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