+318.3%
BLK vs WST
+456.5%
-138.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +3.7% | +4.2% | -0.5% | +2.6% |
| 30D | +13.9% | +11.2% | +2.7% | +10.7% |
| 3M | +3.9% | +20.4% | -16.5% | -1.2% |
| 6M | +13.0% | +37.9% | -24.9% | +3.2% |
| YTD | +16.1% | +51.8% | -35.7% | +2.5% |
| 1Y | +16.8% | +56.6% | -39.9% | +2.1% |
| 3Y | +97.7% | +24.2% | +73.4% | +69.0% |
| 5Y | +42.1% | +0.7% | +41.4% | +27.6% |
| All | +318.3% | +456.5% | -138.2% | +91.4% |
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