+87.4%
BAC vs WST
+19.1%
+68.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -7.7% | +9.1% | -16.8% | -8.3% |
| 3M | -21.2% | +14.7% | -35.8% | -22.0% |
| 6M | -6.8% | +28.0% | -34.8% | -8.8% |
| YTD | -8.7% | +45.6% | -54.4% | -11.8% |
| 1Y | -5.3% | +45.7% | -50.9% | -8.6% |
| 3Y | +87.4% | +21.1% | +66.4% | +70.6% |
| All | +87.4% | +19.1% | +68.4% | +70.6% |
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