+246.5%
BBY vs WST
+344.2%
-97.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +0.6% | +1.8% | -1.3% | +0.1% |
| 30D | +9.4% | -1.7% | +11.1% | +9.9% |
| 3M | +19.3% | +4.9% | +14.5% | +17.5% |
| 6M | +47.9% | +45.5% | +2.4% | +32.4% |
| YTD | +39.6% | +26.1% | +13.4% | +29.7% |
| 1Y | +22.2% | +31.7% | -9.5% | +11.8% |
| 3Y | +45.0% | -12.1% | +57.0% | +39.3% |
| 5Y | +2.6% | -23.6% | +26.1% | +0.3% |
| All | +246.5% | +344.2% | -97.6% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling