+215.2%
XLY vs WST
+344.2%
-129.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -4.2% | -1.7% | -2.5% | -3.8% |
| 3M | -2.7% | +4.9% | -7.6% | -3.9% |
| 6M | -0.6% | +45.5% | -46.2% | -9.8% |
| YTD | -5.0% | +26.1% | -31.2% | -11.0% |
| 1Y | -4.1% | +31.7% | -35.8% | -11.5% |
| 3Y | +33.6% | -12.1% | +45.7% | +29.2% |
| 5Y | +28.7% | -23.6% | +52.3% | +26.2% |
| All | +215.2% | +344.2% | -129.0% | +75.0% |
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