-36.8%
BAX vs WST
+441.1%
-478.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.1% |
| 7D | +12.1% | -3.1% | +15.2% | +13.0% |
| 30D | +7.6% | +9.1% | -1.5% | +5.1% |
| 3M | -4.5% | +14.7% | -19.2% | -7.9% |
| 6M | +52.0% | +28.0% | +24.0% | +42.5% |
| YTD | +35.1% | +45.6% | -10.5% | +22.0% |
| 1Y | +43.7% | +45.7% | -1.9% | +29.7% |
| 3Y | -20.9% | +21.1% | -42.0% | -30.4% |
| 5Y | -63.5% | +0.3% | -63.9% | -67.0% |
| All | -36.8% | +441.1% | -478.0% | -71.3% |
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 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