+263.2%
BAC vs WST
+441.1%
-177.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | -7.7% | +9.1% | -16.8% | -9.2% |
| 3M | -21.2% | +14.7% | -35.8% | -23.3% |
| 6M | -6.8% | +28.0% | -34.8% | -11.4% |
| YTD | -8.7% | +45.6% | -54.4% | -15.8% |
| 1Y | -5.3% | +45.7% | -50.9% | -12.7% |
| 3Y | +87.4% | +21.1% | +66.4% | +68.9% |
| 5Y | +18.9% | +0.3% | +18.6% | +9.2% |
| All | +263.2% | +441.1% | -177.9% | +90.2% |
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