-65.9%
BBWI vs WST
-25.7%
-40.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | -5.2% | -3.1% | -2.0% | -4.5% |
| 3M | +11.1% | +7.2% | +3.9% | +9.2% |
| 6M | -13.4% | +36.8% | -50.2% | -19.7% |
| YTD | +0.1% | +23.8% | -23.8% | -5.3% |
| 1Y | -36.1% | +37.8% | -73.9% | -41.2% |
| 3Y | -44.1% | -15.9% | -28.2% | -44.6% |
| All | -65.9% | -25.7% | -40.2% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling