+209.9%
BKNG vs WST
+341.6%
-131.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -10.7% | +0.4% | -11.1% | -10.7% |
| 30D | -18.1% | -2.0% | -16.1% | -17.8% |
| 3M | +8.5% | +4.1% | +4.4% | +7.5% |
| 6M | -0.1% | +47.4% | -47.5% | -8.1% |
| YTD | -18.2% | +25.4% | -43.6% | -22.4% |
| 1Y | -19.9% | +35.3% | -55.2% | -25.5% |
| 3Y | +41.6% | -11.7% | +53.3% | +37.7% |
| 5Y | +93.1% | -24.0% | +117.1% | +88.9% |
| All | +209.9% | +341.6% | -131.7% | +76.5% |
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