-1.5%
BBY vs WST
-27.5%
+26.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +1.2% | -1.7% | +2.8% | +1.5% |
| 30D | +6.8% | -4.3% | +11.1% | +7.8% |
| 3M | +18.7% | +0.7% | +18.0% | +18.4% |
| 6M | +37.3% | +36.0% | +1.3% | +27.9% |
| YTD | +35.3% | +22.7% | +12.6% | +28.6% |
| 1Y | +20.7% | +34.1% | -13.4% | +12.3% |
| 3Y | +39.4% | -13.6% | +53.0% | +35.9% |
| 5Y | -1.5% | -26.0% | +24.5% | -10.6% |
| All | -1.5% | -27.5% | +26.1% | -10.6% |
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