+26.8%
BA vs WST
+452.5%
-425.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | -7.9% | +12.3% | -20.2% | -9.8% |
| 3M | -25.2% | +17.5% | -42.7% | -27.3% |
| 6M | -26.7% | +28.2% | -54.9% | -30.1% |
| YTD | -19.6% | +50.4% | -70.0% | -25.7% |
| 1Y | -10.6% | +49.3% | -59.9% | -17.4% |
| 3Y | -11.2% | +21.8% | -33.1% | -19.4% |
| 5Y | -20.4% | +0.3% | -20.7% | -25.6% |
| 10Y | +26.8% | +451.2% | -424.4% | -30.9% |
| All | +26.8% | +452.5% | -425.8% | -30.9% |
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