+1,376.8%
BAC vs WST
+12,330.1%
-10,953.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -0.4% | -3.1% | +2.8% | +0.7% |
| 3M | +16.9% | +7.2% | +9.7% | +13.6% |
| 6M | +26.6% | +36.8% | -10.2% | +11.9% |
| YTD | +15.8% | +23.8% | -8.1% | +5.6% |
| 1Y | +27.2% | +37.8% | -10.6% | +10.6% |
| 3Y | +132.4% | -15.9% | +148.3% | +119.4% |
| 5Y | +72.6% | -25.8% | +98.4% | +63.4% |
| 10Y | +389.7% | +319.6% | +70.1% | +98.2% |
| All | +1,376.8% | +12,330.1% | -10,953.3% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling