+515.7%
BHP vs WST
+325.7%
+190.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | +4.0% | -4.3% | +8.3% | +4.9% |
| 3M | +11.3% | +0.7% | +10.5% | +10.9% |
| 6M | +29.3% | +36.0% | -6.7% | +21.4% |
| YTD | +59.2% | +22.7% | +36.5% | +52.1% |
| 1Y | +80.8% | +34.1% | +46.7% | +69.1% |
| 3Y | +88.0% | -13.6% | +101.6% | +83.5% |
| 5Y | +126.6% | -26.0% | +152.6% | +123.8% |
| 10Y | +515.7% | +335.8% | +180.0% | +273.0% |
| All | +515.7% | +325.7% | +190.0% | +273.0% |
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