+7,006.5%
BHP vs WST
+14,518.0%
-7,511.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -6.3% | +9.1% | -15.3% | -8.5% |
| 3M | -7.1% | +14.7% | -21.8% | -10.7% |
| 6M | -3.2% | +28.0% | -31.2% | -10.1% |
| YTD | +37.9% | +45.6% | -7.8% | +22.5% |
| 1Y | +49.7% | +45.7% | +4.0% | +32.9% |
| 3Y | +51.7% | +21.1% | +30.6% | +30.3% |
| 5Y | +122.0% | +0.3% | +121.7% | +95.9% |
| 10Y | +382.4% | +449.0% | -66.6% | +129.5% |
| All | +7,006.5% | +14,518.0% | -7,511.5% | +1,683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling