+393.1%
XYL vs WST
+2,196.2%
-1,803.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.7% |
| 7D | +5.9% | -3.1% | +9.0% | +6.7% |
| 30D | -3.9% | +9.1% | -13.0% | -6.1% |
| 3M | -18.7% | +14.7% | -33.4% | -21.6% |
| 6M | -16.9% | +28.0% | -44.9% | -22.3% |
| YTD | -27.4% | +45.6% | -73.0% | -34.7% |
| 1Y | -34.0% | +45.7% | -79.7% | -40.7% |
| 3Y | +5.6% | +21.1% | -15.5% | -8.0% |
| 5Y | -20.6% | +0.3% | -20.9% | -28.2% |
| 10Y | +133.4% | +449.0% | -315.6% | +6.8% |
| All | +393.1% | +2,196.2% | -1,803.1% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling