+399.1%
BAC vs WST
+322.7%
+76.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -0.4% | -3.1% | +2.8% | +0.2% |
| 3M | +16.9% | +7.2% | +9.7% | +15.1% |
| 6M | +26.6% | +36.8% | -10.2% | +18.5% |
| YTD | +15.8% | +23.8% | -8.1% | +10.2% |
| 1Y | +27.2% | +37.8% | -10.6% | +18.0% |
| 3Y | +132.4% | -15.9% | +148.3% | +128.3% |
| 5Y | +72.6% | -25.8% | +98.4% | +70.5% |
| All | +399.1% | +322.7% | +76.4% | +163.5% |
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