+6,216.9%
BDX vs WST
+15,004.7%
-8,787.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.5% | +1.1% | +1.5% | +2.3% |
| 30D | +13.6% | +12.4% | +1.2% | +10.5% |
| 3M | +18.9% | +17.6% | +1.4% | +14.6% |
| 6M | +51.8% | +28.3% | +23.5% | +43.1% |
| YTD | +43.3% | +50.5% | -7.2% | +29.6% |
| 1Y | +48.0% | +49.4% | -1.4% | +34.0% |
| 3Y | +23.7% | +21.9% | +1.8% | +10.8% |
| 5Y | +24.9% | +0.4% | +24.5% | +14.2% |
| 10Y | +92.2% | +451.5% | -359.3% | +14.2% |
| All | +6,216.9% | +15,004.7% | -8,787.8% | +1,817.6% |
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 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