-35.2%
XYL vs WST
+54.9%
-90.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -3.7% | +4.2% | -8.0% | -4.5% |
| 30D | -8.3% | +11.2% | -19.6% | -10.4% |
| 3M | -21.4% | +20.4% | -41.8% | -24.5% |
| 6M | -12.9% | +37.9% | -50.8% | -19.4% |
| YTD | -30.1% | +51.8% | -81.9% | -37.7% |
| 1Y | -35.2% | +56.6% | -91.8% | -43.0% |
| All | -35.2% | +54.9% | -90.1% | -43.0% |
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 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