+274.7%
BBY vs WST
+456.5%
-181.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +4.5% | +4.2% | +0.2% | +3.3% |
| 30D | +16.8% | +11.2% | +5.6% | +13.4% |
| 3M | +23.2% | +20.4% | +2.8% | +17.0% |
| 6M | +91.9% | +37.9% | +54.1% | +75.1% |
| YTD | +61.6% | +51.8% | +9.8% | +42.5% |
| 1Y | +43.9% | +56.6% | -12.7% | +25.6% |
| 3Y | +88.6% | +24.2% | +64.4% | +61.9% |
| 5Y | -3.1% | +0.7% | -3.8% | -12.7% |
| All | +274.7% | +456.5% | -181.8% | +59.7% |
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