+107.0%
XYL vs WST
+446.4%
-339.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | -5.7% | +12.7% | -18.4% | -8.3% |
| 3M | -19.8% | +17.2% | -36.9% | -22.8% |
| 6M | -14.2% | +26.7% | -40.9% | -19.0% |
| YTD | -28.1% | +50.3% | -78.4% | -35.1% |
| 1Y | -35.0% | +50.2% | -85.2% | -41.4% |
| 3Y | +2.1% | +21.7% | -19.6% | -9.6% |
| 5Y | -22.1% | +2.0% | -24.1% | -28.7% |
| 10Y | +107.0% | +451.1% | -344.1% | -1.0% |
| All | +107.0% | +446.4% | -339.4% | -1.0% |
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