+1,101.4%
XLY vs WST
+5,736.5%
-4,635.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -6.0% | -4.3% | -1.7% | -4.8% |
| 3M | -2.7% | +0.7% | -3.5% | -3.2% |
| 6M | -1.5% | +36.0% | -37.5% | -11.1% |
| YTD | -5.4% | +22.7% | -28.2% | -12.3% |
| 1Y | -3.8% | +34.1% | -37.9% | -13.7% |
| 3Y | +36.6% | -13.6% | +50.1% | +29.7% |
| 5Y | +27.4% | -26.0% | +53.3% | +24.0% |
| 10Y | +218.2% | +335.8% | -117.6% | +57.5% |
| All | +1,101.4% | +5,736.5% | -4,635.1% | +135.5% |
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