+584.9%
XYZ vs WST
+456.5%
+128.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.2% |
| 7D | -1.1% | +4.2% | -5.3% | -3.1% |
| 30D | +11.5% | +11.2% | +0.3% | +5.7% |
| 3M | +1.8% | +20.4% | -18.6% | -7.5% |
| 6M | +21.2% | +37.9% | -16.7% | +2.1% |
| YTD | +29.9% | +51.8% | -21.9% | +2.7% |
| 1Y | +35.8% | +56.6% | -20.9% | +5.2% |
| 3Y | +62.6% | +24.2% | +38.4% | +18.4% |
| 5Y | -62.8% | +0.7% | -63.5% | -68.6% |
| All | +584.9% | +456.5% | +128.3% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling