+121.4%
BKR vs WST
+341.6%
-220.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.8% | -7.0% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -8.3% | -2.0% | -6.3% | -8.1% |
| 3M | -5.4% | +4.1% | -9.5% | -6.3% |
| 6M | +0.8% | +47.4% | -46.6% | -6.5% |
| YTD | +31.8% | +25.4% | +6.4% | +25.7% |
| 1Y | +28.6% | +35.3% | -6.7% | +20.8% |
| 3Y | +71.2% | -11.7% | +82.9% | +66.2% |
| 5Y | +179.2% | -24.0% | +203.2% | +172.9% |
| All | +121.4% | +341.6% | -220.2% | +32.6% |
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