+39.1%
BKNG vs WST
-13.7%
+52.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -13.1% | -1.7% | -11.5% | -12.9% |
| 30D | -18.5% | -4.3% | -14.2% | -18.1% |
| 3M | +5.8% | +0.7% | +5.0% | +5.6% |
| 6M | -2.1% | +36.0% | -38.1% | -5.3% |
| YTD | -18.6% | +22.7% | -41.4% | -20.6% |
| 1Y | -21.7% | +34.1% | -55.8% | -24.4% |
| All | +39.1% | -13.7% | +52.8% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling