+33.6%
XLY vs WST
-11.3%
+44.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | -4.2% | -1.7% | -2.5% | -4.0% |
| 3M | -2.7% | +4.9% | -7.6% | -3.2% |
| 6M | -0.6% | +45.5% | -46.2% | -4.4% |
| YTD | -5.0% | +26.1% | -31.2% | -7.5% |
| 1Y | -4.1% | +31.7% | -35.8% | -7.1% |
| 3Y | +33.6% | -12.1% | +45.7% | +35.7% |
| All | +33.6% | -11.3% | +44.9% | +35.7% |
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