+543.0%
XYZ vs WST
+550.0%
-7.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.1% |
| 7D | +9.2% | -5.8% | +15.0% | +12.6% |
| 30D | +9.8% | +5.3% | +4.5% | +7.0% |
| 3M | -0.2% | +11.8% | -12.0% | -5.8% |
| 6M | +18.0% | +26.7% | -8.8% | +3.9% |
| YTD | +29.1% | +43.0% | -13.9% | +5.5% |
| 1Y | +14.1% | +38.9% | -24.7% | -5.5% |
| 3Y | +72.6% | +18.2% | +54.5% | +29.6% |
| 5Y | -64.6% | -1.5% | -63.1% | -70.0% |
| 10Y | +590.0% | +439.0% | +151.0% | +114.9% |
| All | +543.0% | +550.0% | -7.0% | +84.4% |
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 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