+707.7%
BE vs WST
+327.1%
+380.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +20.5% | +4.9% | +15.7% | +18.3% |
| 30D | -23.4% | +10.7% | -34.0% | -26.2% |
| 3M | -14.9% | +16.8% | -31.7% | -20.2% |
| 6M | -28.1% | +32.0% | -60.0% | -35.8% |
| YTD | +132.4% | +49.9% | +82.5% | +94.1% |
| 1Y | +59.4% | +50.6% | +8.7% | +32.8% |
| 3Y | +1,815.8% | +21.4% | +1,794.4% | +1,412.1% |
| 5Y | +491.3% | -0.6% | +491.9% | +411.8% |
| All | +707.7% | +327.1% | +380.6% | +326.3% |
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