+5,308.1%
BDX vs WST
+12,330.1%
-7,022.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | +8.3% | -3.1% | +11.4% | +9.0% |
| 3M | +24.4% | +7.2% | +17.2% | +22.3% |
| 6M | +9.2% | +36.8% | -27.6% | +1.2% |
| YTD | +22.7% | +23.8% | -1.1% | +16.1% |
| 1Y | +25.9% | +37.8% | -11.9% | +15.8% |
| 3Y | -10.5% | -15.9% | +5.4% | -12.6% |
| 5Y | +1.9% | -25.8% | +27.7% | -0.1% |
| 10Y | +58.7% | +319.6% | -260.9% | +0.2% |
| All | +5,308.1% | +12,330.1% | -7,022.0% | +1,616.9% |
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