-10.1%
BA vs WST
+19.1%
-29.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | +1.1% | -3.1% | +4.2% | +1.3% |
| 30D | -7.9% | +9.1% | -17.0% | -8.5% |
| 3M | -25.3% | +14.7% | -40.0% | -26.0% |
| 6M | -24.6% | +28.0% | -52.6% | -25.9% |
| YTD | -20.1% | +45.6% | -65.8% | -22.4% |
| 1Y | -11.8% | +45.7% | -57.4% | -14.3% |
| 3Y | -10.1% | +21.1% | -31.2% | -14.4% |
| All | -10.1% | +19.1% | -29.2% | -14.4% |
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 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