+566.1%
XYZ vs WST
+449.7%
+116.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | -2.1% | +4.9% | -7.0% | -4.4% |
| 30D | +7.0% | +10.7% | -3.7% | +1.7% |
| 3M | +5.1% | +16.8% | -11.7% | -3.1% |
| 6M | +14.1% | +32.0% | -17.9% | -1.7% |
| YTD | +26.4% | +49.9% | -23.6% | +0.5% |
| 1Y | +25.1% | +50.6% | -25.6% | -1.1% |
| 3Y | +59.7% | +21.4% | +38.3% | +18.0% |
| 5Y | -63.8% | -0.6% | -63.2% | -69.2% |
| All | +566.1% | +449.7% | +116.4% | +94.2% |
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