+275.1%
BLK vs WST
+344.2%
-69.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -3.3% | +1.8% | -5.1% | -3.8% |
| 30D | -6.5% | -1.7% | -4.8% | -6.1% |
| 3M | +6.7% | +4.9% | +1.9% | +5.1% |
| 6M | +14.7% | +45.5% | -30.8% | +2.8% |
| YTD | +2.5% | +26.1% | -23.6% | -4.8% |
| 1Y | -2.8% | +31.7% | -34.5% | -11.4% |
| 3Y | +65.9% | -12.1% | +77.9% | +59.2% |
| 5Y | +33.0% | -23.6% | +56.6% | +30.1% |
| All | +275.1% | +344.2% | -69.1% | +78.2% |
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