+432.8%
XYL vs WST
+1,852.5%
-1,419.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -13.2% | -3.1% | -10.1% | -12.5% |
| 3M | -3.7% | +7.2% | -10.9% | -5.6% |
| 6M | -17.7% | +36.8% | -54.5% | -24.6% |
| YTD | -21.5% | +23.8% | -45.4% | -26.4% |
| 1Y | -24.5% | +37.8% | -62.3% | -31.4% |
| 3Y | +6.9% | -15.9% | +22.8% | +4.4% |
| 5Y | -18.1% | -25.8% | +7.8% | -18.8% |
| 10Y | +134.7% | +319.6% | -184.9% | +16.4% |
| All | +432.8% | +1,852.5% | -1,419.8% | +47.8% |
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