+91.7%
BKNG vs WST
-24.4%
+116.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 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% | +7.7% |
| 6M | -0.1% | +47.4% | -47.5% | -6.6% |
| YTD | -18.2% | +25.4% | -43.6% | -21.6% |
| 1Y | -19.9% | +35.3% | -55.2% | -24.5% |
| 3Y | +41.6% | -11.7% | +53.3% | +39.2% |
| All | +91.7% | -24.4% | +116.0% | +75.9% |
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