-30.8%
BBWI vs WST
+35.8%
-66.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.9% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -6.2% | -4.6% | -1.6% | -4.9% |
| 3M | +4.3% | +5.7% | -1.4% | +2.4% |
| 6M | -7.2% | +37.6% | -44.7% | -16.0% |
| YTD | -3.0% | +23.0% | -26.1% | -10.5% |
| 1Y | -30.8% | +33.8% | -64.6% | -37.1% |
| All | -30.8% | +35.8% | -66.5% | -37.1% |
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