+300.1%
BB vs WST
+5,397.7%
-5,097.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -5.6% | +0.7% | -6.4% | -5.9% |
| 30D | -11.8% | -3.1% | -8.7% | -10.8% |
| 3M | -25.5% | +7.2% | -32.7% | -27.7% |
| 6M | +121.3% | +36.8% | +84.5% | +93.7% |
| YTD | +103.2% | +23.8% | +79.3% | +84.1% |
| 1Y | +102.6% | +37.8% | +64.9% | +74.2% |
| 3Y | +37.5% | -15.9% | +53.4% | +29.4% |
| 5Y | -30.4% | -25.8% | -4.6% | -32.4% |
| 10Y | 0.0% | +319.6% | -319.6% | -59.0% |
| All | +300.1% | +5,397.7% | -5,097.6% | -62.2% |
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