-3.4%
BDX vs WST
-25.8%
+22.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +1.3% | -4.6% | +5.9% | +2.0% |
| 3M | +20.2% | +5.7% | +14.6% | +19.1% |
| 6M | +8.6% | +37.6% | -29.0% | +2.9% |
| YTD | +19.0% | +23.0% | -4.1% | +14.6% |
| 1Y | +21.2% | +33.8% | -12.7% | +14.9% |
| 3Y | -9.7% | -13.4% | +3.6% | -11.5% |
| 5Y | -3.4% | -27.0% | +23.5% | -6.7% |
| All | -3.4% | -25.8% | +22.4% | -6.7% |
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 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