+25.6%
BIL vs WST
+466.7%
-441.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | 0.0% | +12.9% | -12.9% | 0.0% |
| 3M | +0.6% | +16.7% | -16.1% | +0.6% |
| 6M | +1.5% | +26.8% | -25.3% | +1.5% |
| YTD | +2.8% | +50.5% | -47.7% | +2.8% |
| 1Y | +3.3% | +52.9% | -49.6% | +3.3% |
| 3Y | +13.4% | +23.9% | -10.5% | +13.4% |
| 5Y | +19.8% | +1.0% | +18.8% | +19.8% |
| 10Y | +25.6% | +451.4% | -425.8% | +25.7% |
| All | +25.6% | +466.7% | -441.1% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling