+58.8%
XRT vs WST
+24.3%
+34.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +1.7% | +4.2% | -2.5% | +1.3% |
| 30D | +7.5% | +11.2% | -3.7% | +6.3% |
| 3M | +2.2% | +20.4% | -18.2% | +0.2% |
| 6M | +14.7% | +37.9% | -23.2% | +10.8% |
| YTD | +7.5% | +51.8% | -44.3% | +2.5% |
| 1Y | +14.1% | +56.6% | -42.5% | +8.5% |
| 3Y | +58.8% | +24.2% | +34.6% | +36.5% |
| All | +58.8% | +24.3% | +34.4% | +36.5% |
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 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