+1,008.9%
BE vs WST
+250.5%
+758.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.9% |
| 7D | +29.8% | -0.3% | +30.0% | +29.9% |
| 30D | +26.4% | -4.6% | +31.0% | +28.8% |
| 3M | +9.3% | +5.7% | +3.6% | +6.9% |
| 6M | +105.1% | +37.6% | +67.5% | +78.9% |
| YTD | +219.0% | +23.0% | +196.0% | +188.9% |
| 1Y | +418.8% | +33.8% | +384.9% | +350.8% |
| 3Y | +1,784.6% | -13.4% | +1,797.9% | +1,669.4% |
| 5Y | +1,251.0% | -27.0% | +1,277.9% | +1,247.2% |
| All | +1,008.9% | +250.5% | +758.4% | +534.5% |
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