+354.1%
BB vs WST
+6,365.3%
-6,011.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.6% | +3.7% |
| 7D | +3.8% | -3.1% | +6.9% | +5.2% |
| 30D | -0.3% | +9.1% | -9.4% | -3.5% |
| 3M | -0.5% | +14.7% | -15.1% | -5.7% |
| 6M | +45.9% | +28.0% | +17.9% | +32.0% |
| YTD | +130.6% | +45.6% | +85.0% | +96.2% |
| 1Y | +89.2% | +45.7% | +43.5% | +60.4% |
| 3Y | +137.5% | +21.1% | +116.4% | +91.5% |
| 5Y | -20.9% | +0.3% | -21.2% | -32.1% |
| 10Y | +25.4% | +449.0% | -423.6% | -53.9% |
| All | +354.1% | +6,365.3% | -6,011.2% | -59.8% |
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