+875.9%
BAX vs WST
+12,330.1%
-11,454.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | -5.5% | -3.1% | -2.3% | -4.8% |
| 3M | +33.5% | +7.2% | +26.3% | +31.4% |
| 6M | +35.9% | +36.8% | -1.0% | +26.0% |
| YTD | +35.4% | +23.8% | +11.5% | +28.2% |
| 1Y | +9.8% | +37.8% | -28.0% | +1.2% |
| 3Y | -32.7% | -15.9% | -16.8% | -34.2% |
| 5Y | -65.6% | -25.8% | -39.7% | -66.1% |
| 10Y | -34.9% | +319.6% | -354.5% | -58.4% |
| All | +875.9% | +12,330.1% | -11,454.2% | +239.2% |
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