+25.3%
BIL vs WST
+321.8%
-296.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +0.9% | +5.7% | -4.8% | +0.9% |
| 6M | +1.8% | +37.6% | -35.8% | +1.8% |
| YTD | +2.5% | +23.0% | -20.6% | +2.5% |
| 1Y | +3.7% | +33.8% | -30.1% | +3.7% |
| 3Y | +14.1% | -13.4% | +27.4% | +14.1% |
| 5Y | +19.4% | -27.0% | +46.4% | +19.4% |
| 10Y | +25.3% | +324.5% | -299.3% | +25.3% |
| All | +25.3% | +321.8% | -296.6% | +25.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling