+127.1%
XRT vs WST
+322.7%
-195.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -4.2% | -3.1% | -1.0% | -3.5% |
| 3M | +5.1% | +7.2% | -2.1% | +3.2% |
| 6M | +2.4% | +36.8% | -34.4% | -5.5% |
| YTD | +3.2% | +23.8% | -20.7% | -2.6% |
| 1Y | +1.5% | +37.8% | -36.2% | -7.0% |
| 3Y | +40.6% | -15.9% | +56.5% | +38.0% |
| 5Y | -1.0% | -25.8% | +24.8% | -2.2% |
| All | +127.1% | +322.7% | -195.5% | +25.2% |
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