+89.2%
BB vs WST
+42.2%
+47.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.6% | +4.0% |
| 7D | +3.8% | -3.1% | +6.9% | +4.5% |
| 30D | -0.3% | +9.1% | -9.4% | -1.6% |
| 3M | -0.5% | +14.7% | -15.1% | -2.4% |
| 6M | +45.9% | +28.0% | +17.9% | +41.2% |
| YTD | +130.6% | +45.6% | +85.0% | +114.4% |
| 1Y | +89.2% | +45.7% | +43.5% | +76.4% |
| All | +89.2% | +42.2% | +47.0% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling