+57.6%
BEN vs WST
+325.7%
-268.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.4% | -1.7% | +5.0% | +3.8% |
| 30D | +1.8% | -4.3% | +6.1% | +2.8% |
| 3M | +8.4% | +0.7% | +7.6% | +8.0% |
| 6M | +35.6% | +36.0% | -0.4% | +25.3% |
| YTD | +46.4% | +22.7% | +23.6% | +38.2% |
| 1Y | +46.3% | +34.1% | +12.2% | +34.6% |
| 3Y | +54.6% | -13.6% | +68.2% | +49.6% |
| 5Y | +39.4% | -26.0% | +65.4% | +35.6% |
| 10Y | +57.6% | +335.8% | -278.2% | -15.4% |
| All | +57.6% | +325.7% | -268.1% | -15.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling