+599.5%
XYZ vs WST
+441.1%
+158.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.8% |
| 7D | +12.1% | -3.1% | +15.3% | +14.0% |
| 30D | +12.4% | +9.1% | +3.3% | +7.6% |
| 3M | +8.2% | +14.7% | -6.5% | +0.6% |
| 6M | +20.7% | +28.0% | -7.3% | +5.6% |
| YTD | +31.3% | +45.6% | -14.3% | +5.9% |
| 1Y | +20.5% | +45.7% | -25.1% | -3.0% |
| 3Y | +72.6% | +21.1% | +51.5% | +26.6% |
| 5Y | -64.0% | +0.3% | -64.3% | -69.8% |
| All | +599.5% | +441.1% | +158.4% | +105.2% |
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