-31.5%
XYL vs WST
+47.3%
-78.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.5% | +4.9% |
| 7D | +14.5% | +1.3% | +13.3% | +14.2% |
| 30D | -1.3% | +8.5% | -9.8% | -3.1% |
| 3M | -17.0% | +17.2% | -34.2% | -19.8% |
| 6M | -11.3% | +36.3% | -47.6% | -17.7% |
| YTD | -25.0% | +48.9% | -73.9% | -32.8% |
| 1Y | -31.5% | +42.9% | -74.5% | -38.1% |
| All | -31.5% | +47.3% | -78.8% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling