+7,943.2%
BHP vs WST
+12,330.1%
-4,387.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +3.4% | -3.1% | +6.5% | +4.3% |
| 3M | +4.1% | +7.2% | -3.1% | +1.8% |
| 6M | +20.6% | +36.8% | -16.2% | +9.6% |
| YTD | +56.1% | +23.8% | +32.2% | +45.3% |
| 1Y | +69.6% | +37.8% | +31.8% | +52.2% |
| 3Y | +78.8% | -15.9% | +94.7% | +71.6% |
| 5Y | +113.1% | -25.8% | +138.9% | +105.7% |
| 10Y | +505.9% | +319.6% | +186.3% | +212.2% |
| All | +7,943.2% | +12,330.1% | -4,387.0% | +2,015.4% |
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