+566.3%
BKR vs WST
+12,219.3%
-11,653.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | -1.7% | +0.1% | -1.1% |
| 30D | -0.7% | -4.3% | +3.6% | +0.5% |
| 3M | +0.5% | +0.7% | -0.2% | 0.0% |
| 6M | +6.6% | +36.0% | -29.4% | -2.8% |
| YTD | +41.3% | +22.7% | +18.5% | +32.2% |
| 1Y | +42.2% | +34.1% | +8.1% | +29.4% |
| 3Y | +83.4% | -13.6% | +97.0% | +75.5% |
| 5Y | +203.6% | -26.0% | +229.6% | +193.7% |
| 10Y | +139.9% | +335.8% | -195.8% | +22.6% |
| All | +566.3% | +12,219.3% | -11,653.1% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling