+675.5%
BE vs WST
+328.7%
+346.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.6% | +10.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -30.9% | +12.9% | -43.7% | -34.0% |
| 3M | -11.6% | +16.7% | -28.3% | -17.1% |
| 6M | -25.7% | +26.8% | -52.6% | -32.7% |
| YTD | +123.1% | +50.5% | +72.6% | +86.1% |
| 1Y | +43.4% | +52.9% | -9.5% | +18.7% |
| 3Y | +1,683.6% | +23.9% | +1,659.7% | +1,289.2% |
| 5Y | +465.4% | +1.0% | +464.4% | +385.2% |
| All | +675.5% | +328.7% | +346.8% | +308.6% |
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 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