+513.3%
XRT vs WST
+2,247.2%
-1,733.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -4.2% | -3.1% | -1.0% | -3.1% |
| 3M | +5.1% | +7.2% | -2.1% | +2.3% |
| 6M | +2.4% | +36.8% | -34.4% | -9.2% |
| YTD | +3.2% | +23.8% | -20.7% | -5.5% |
| 1Y | +1.5% | +37.8% | -36.2% | -11.0% |
| 3Y | +40.6% | -15.9% | +56.5% | +34.1% |
| 5Y | -1.0% | -25.8% | +24.8% | -3.8% |
| 10Y | +128.4% | +319.6% | -191.2% | -10.1% |
| All | +513.3% | +2,247.2% | -1,733.9% | -6.9% |
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 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