+13,325.9%
BLK vs WST
+4,962.3%
+8,363.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.6% | +0.7% | -4.4% | -3.9% |
| 30D | -1.0% | -3.1% | +2.2% | +0.1% |
| 3M | +10.4% | +7.2% | +3.2% | +7.2% |
| 6M | +8.2% | +36.8% | -28.6% | -4.5% |
| YTD | +6.0% | +23.8% | -17.8% | -3.3% |
| 1Y | +3.3% | +37.8% | -34.4% | -10.1% |
| 3Y | +70.3% | -15.9% | +86.2% | +61.0% |
| 5Y | +34.5% | -25.8% | +60.3% | +29.2% |
| 10Y | +281.9% | +319.6% | -37.7% | +66.1% |
| All | +13,325.9% | +4,962.3% | +8,363.6% | +2,689.4% |
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 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