+20.3%
BIL vs WST
+1.0%
+19.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | +4.2% | -4.1% | +0.1% |
| 30D | +0.3% | +11.2% | -10.9% | +0.4% |
| 3M | +1.0% | +20.4% | -19.4% | +1.0% |
| 6M | +1.9% | +37.9% | -36.0% | +1.9% |
| YTD | +3.2% | +51.8% | -48.6% | +3.2% |
| 1Y | +3.7% | +56.6% | -52.9% | +3.7% |
| 3Y | +13.8% | +24.2% | -10.4% | +13.8% |
| All | +20.3% | +1.0% | +19.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling