-17.1%
XYL vs WST
-25.7%
+8.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -13.2% | -3.1% | -10.1% | -12.7% |
| 3M | -3.7% | +7.2% | -10.9% | -5.0% |
| 6M | -17.7% | +36.8% | -54.5% | -22.4% |
| YTD | -21.5% | +23.8% | -45.4% | -24.8% |
| 1Y | -24.5% | +37.8% | -62.3% | -29.1% |
| 3Y | +6.9% | -15.9% | +22.8% | +7.1% |
| All | -17.1% | -25.7% | +8.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling