-63.9%
XYZ vs WST
-0.1%
-63.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +12.1% | -3.1% | +15.3% | +13.6% |
| 30D | +12.4% | +9.1% | +3.3% | +8.7% |
| 3M | +8.2% | +14.7% | -6.5% | +2.3% |
| 6M | +20.7% | +28.0% | -7.3% | +8.9% |
| YTD | +31.3% | +45.6% | -14.3% | +11.4% |
| 1Y | +20.5% | +45.7% | -25.1% | +2.0% |
| 3Y | +72.6% | +21.1% | +51.5% | +34.4% |
| All | -63.9% | -0.1% | -63.8% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling