+533.2%
XYZ vs WST
+463.0%
+70.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.7% | -3.1% | +1.4% | -0.2% |
| 3M | +16.7% | +7.2% | +9.5% | +12.2% |
| 6M | +26.9% | +36.8% | -10.0% | +6.4% |
| YTD | +27.1% | +23.8% | +3.3% | +11.9% |
| 1Y | +9.3% | +37.8% | -28.5% | -9.9% |
| 3Y | +42.3% | -15.9% | +58.2% | +33.9% |
| 5Y | -69.3% | -25.8% | -43.5% | -69.2% |
| 10Y | +586.8% | +319.6% | +267.2% | +138.0% |
| All | +533.2% | +463.0% | +70.2% | +95.5% |
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