+28.4%
XLY vs WST
-23.9%
+52.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -4.2% | -1.7% | -2.5% | -3.9% |
| 3M | -2.7% | +4.9% | -7.6% | -3.7% |
| 6M | -0.6% | +45.5% | -46.2% | -8.0% |
| YTD | -5.0% | +26.1% | -31.2% | -9.8% |
| 1Y | -4.1% | +31.7% | -35.8% | -10.0% |
| 3Y | +33.6% | -12.1% | +45.7% | +31.5% |
| All | +28.4% | -23.9% | +52.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling