+123.9%
BHP vs WST
-25.8%
+149.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | +4.0% | -4.6% | +8.6% | +4.6% |
| 3M | +12.3% | +5.7% | +6.6% | +11.4% |
| 6M | +30.8% | +37.6% | -6.7% | +25.0% |
| YTD | +58.8% | +23.0% | +35.7% | +53.8% |
| 1Y | +76.8% | +33.8% | +43.0% | +68.8% |
| 3Y | +87.5% | -13.4% | +100.8% | +85.1% |
| 5Y | +123.9% | -27.0% | +150.8% | +105.3% |
| All | +123.9% | -25.8% | +149.7% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling