-4.6%
BA vs WST
-15.6%
+11.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | -11.6% | -3.1% | -8.5% | -11.4% |
| 3M | -2.4% | +7.2% | -9.6% | -2.9% |
| 6M | -6.6% | +36.8% | -43.4% | -8.8% |
| YTD | -2.2% | +23.8% | -26.1% | -4.1% |
| 1Y | -8.0% | +37.8% | -45.8% | -10.3% |
| All | -4.6% | -15.6% | +11.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling