+3.1%
BB vs WST
+321.8%
-318.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -12.4% | -4.6% | -7.8% | -11.2% |
| 3M | -15.3% | +5.7% | -21.0% | -16.8% |
| 6M | +128.8% | +37.6% | +91.2% | +106.5% |
| YTD | +107.7% | +23.0% | +84.6% | +93.2% |
| 1Y | +103.9% | +33.8% | +70.1% | +83.4% |
| 3Y | +72.6% | -13.4% | +85.9% | +65.6% |
| 5Y | -24.3% | -27.0% | +2.7% | -25.1% |
| 10Y | +3.1% | +324.5% | -321.4% | -51.4% |
| All | +3.1% | +321.8% | -318.7% | -51.4% |
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