+668.0%
BE vs WST
+332.4%
+335.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.5% |
| 7D | +10.8% | +4.2% | +6.6% | +9.0% |
| 30D | -19.8% | +11.2% | -31.0% | -23.0% |
| 3M | -18.7% | +20.4% | -39.1% | -24.8% |
| 6M | -33.7% | +37.9% | -71.6% | -42.0% |
| YTD | +121.0% | +51.8% | +69.2% | +83.5% |
| 1Y | +85.4% | +56.6% | +28.8% | +51.6% |
| 3Y | +1,709.5% | +24.2% | +1,685.3% | +1,310.6% |
| 5Y | +462.2% | +0.7% | +461.5% | +383.9% |
| All | +668.0% | +332.4% | +335.5% | +303.0% |
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