+14.6%
XYL vs WST
-15.4%
+30.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -5.0% | +0.7% | -5.8% | -5.1% |
| 30D | -13.2% | -3.1% | -10.1% | -13.0% |
| 3M | -3.7% | +7.2% | -10.9% | -4.3% |
| 6M | -17.7% | +36.8% | -54.5% | -20.0% |
| YTD | -21.5% | +23.8% | -45.4% | -23.2% |
| 1Y | -24.5% | +37.8% | -62.3% | -26.7% |
| All | +14.6% | -15.4% | +30.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling