+60.0%
BEN vs WST
+326.7%
-266.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +4.7% | -0.3% | +4.9% | +4.7% |
| 30D | +2.6% | -4.6% | +7.2% | +3.7% |
| 3M | +11.5% | +5.7% | +5.8% | +9.9% |
| 6M | +35.3% | +37.6% | -2.2% | +24.7% |
| YTD | +48.6% | +23.0% | +25.6% | +40.2% |
| 1Y | +46.7% | +33.8% | +12.9% | +35.0% |
| 3Y | +57.0% | -13.4% | +70.4% | +51.8% |
| 5Y | +41.8% | -27.0% | +68.8% | +38.6% |
| All | +60.0% | +326.7% | -266.7% | -14.1% |
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