+52.9%
BEN vs WST
+449.7%
-396.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +11.3% | +4.9% | +6.5% | +10.2% |
| 30D | +15.0% | +10.7% | +4.3% | +12.5% |
| 3M | +7.8% | +16.8% | -9.0% | +4.0% |
| 6M | +15.5% | +32.0% | -16.5% | +8.0% |
| YTD | +55.4% | +49.9% | +5.5% | +40.1% |
| 1Y | +63.3% | +50.6% | +12.6% | +46.9% |
| 3Y | +83.4% | +21.4% | +62.0% | +61.7% |
| 5Y | +28.1% | -0.6% | +28.6% | +15.7% |
| All | +52.9% | +449.7% | -396.8% | -23.9% |
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