+711.7%
BIDU vs WST
+2,908.9%
-2,197.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -10.5% | -3.1% | -7.3% | -9.5% |
| 3M | -26.2% | +7.2% | -33.4% | -28.2% |
| 6M | -16.4% | +36.8% | -53.2% | -26.0% |
| YTD | -23.9% | +23.8% | -47.7% | -30.5% |
| 1Y | +1.3% | +37.8% | -36.5% | -11.5% |
| 3Y | -32.1% | -15.9% | -16.2% | -35.4% |
| 5Y | -39.0% | -25.8% | -13.1% | -40.8% |
| 10Y | -44.0% | +319.6% | -363.6% | -77.3% |
| All | +711.7% | +2,908.9% | -2,197.2% | +25.8% |
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