+150.2%
XYL vs WST
+325.7%
-175.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +0.8% | -1.7% | +2.5% | +1.2% |
| 30D | -10.8% | -4.3% | -6.5% | -9.9% |
| 3M | -2.5% | +0.7% | -3.3% | -2.9% |
| 6M | -12.2% | +36.0% | -48.2% | -18.7% |
| YTD | -20.1% | +22.7% | -42.8% | -24.4% |
| 1Y | -20.6% | +34.1% | -54.8% | -26.7% |
| 3Y | +17.3% | -13.6% | +30.9% | +14.2% |
| 5Y | -14.5% | -26.0% | +11.5% | -14.7% |
| 10Y | +150.2% | +335.8% | -185.6% | +32.5% |
| All | +150.2% | +325.7% | -175.5% | +32.5% |
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 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