+1,053.3%
BAH vs WST
+2,230.5%
-1,177.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.9% |
| 7D | -3.5% | -3.1% | -0.4% | -2.9% |
| 30D | +24.3% | +9.1% | +15.2% | +21.7% |
| 3M | +16.3% | +14.7% | +1.6% | +12.6% |
| 6M | +13.6% | +28.0% | -14.4% | +6.6% |
| YTD | +3.5% | +45.6% | -42.2% | -6.4% |
| 1Y | +2.7% | +45.7% | -43.0% | -7.2% |
| 3Y | -26.6% | +21.1% | -47.7% | -34.9% |
| 5Y | +8.5% | +0.3% | +8.2% | -0.9% |
| 10Y | +225.1% | +449.0% | -223.9% | +50.8% |
| All | +1,053.3% | +2,230.5% | -1,177.3% | +189.2% |
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 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