+1,090.8%
BBWI vs WST
+14,518.0%
-13,427.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -3.9% |
| 7D | -6.2% | -3.1% | -3.1% | -5.2% |
| 30D | +19.9% | +9.1% | +10.8% | +16.8% |
| 3M | +7.1% | +14.7% | -7.5% | +2.6% |
| 6M | +13.7% | +28.0% | -14.3% | +4.8% |
| YTD | +9.6% | +45.6% | -36.1% | -3.6% |
| 1Y | -1.6% | +45.7% | -47.3% | -13.7% |
| 3Y | -25.9% | +21.1% | -47.0% | -37.0% |
| 5Y | -67.8% | +0.3% | -68.1% | -71.4% |
| 10Y | -43.5% | +449.0% | -492.5% | -73.4% |
| All | +1,090.8% | +14,518.0% | -13,427.2% | +112.9% |
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