-33.9%
BAX vs WST
+466.7%
-500.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.6% |
| 7D | +9.0% | +1.3% | +7.8% | +8.7% |
| 30D | +8.5% | +12.9% | -4.4% | +5.1% |
| 3M | -4.1% | +16.7% | -20.8% | -7.9% |
| 6M | +46.9% | +26.8% | +20.1% | +38.0% |
| YTD | +38.4% | +50.5% | -12.1% | +23.9% |
| 1Y | +47.0% | +52.9% | -5.9% | +31.1% |
| 3Y | -14.9% | +23.9% | -38.8% | -25.5% |
| 5Y | -62.5% | +1.0% | -63.5% | -66.0% |
| 10Y | -33.9% | +451.4% | -485.3% | -70.0% |
| All | -33.9% | +466.7% | -500.6% | -70.0% |
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