+233.0%
BAC vs WST
+452.9%
-219.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | +1.1% | -2.9% | -2.1% |
| 30D | -7.2% | +12.4% | -19.5% | -9.2% |
| 3M | -20.4% | +17.6% | -38.0% | -22.9% |
| 6M | +1.3% | +28.3% | -27.0% | -3.7% |
| YTD | -6.4% | +50.5% | -56.9% | -14.2% |
| 1Y | -3.5% | +49.4% | -52.9% | -11.5% |
| 3Y | +96.7% | +21.9% | +74.8% | +77.5% |
| 5Y | +20.6% | +0.4% | +20.2% | +11.2% |
| 10Y | +233.0% | +451.5% | -218.5% | +69.5% |
| All | +233.0% | +452.9% | -219.8% | +69.5% |
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 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