+883.7%
BAH vs WST
+1,881.7%
-998.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -3.2% | +0.7% | -4.0% | -3.4% |
| 30D | +2.0% | -3.1% | +5.2% | +2.7% |
| 3M | -7.6% | +7.2% | -14.8% | -9.5% |
| 6M | -5.7% | +36.8% | -42.5% | -13.2% |
| YTD | -11.7% | +23.8% | -35.6% | -17.0% |
| 1Y | -27.4% | +37.8% | -65.1% | -33.5% |
| 3Y | -32.5% | -15.9% | -16.6% | -33.9% |
| 5Y | -3.3% | -25.8% | +22.5% | -3.8% |
| 10Y | +186.0% | +319.6% | -133.6% | +43.1% |
| All | +883.7% | +1,881.7% | -998.0% | +156.3% |
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