-7.4%
BN vs WST
+52.5%
-60.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | +14.3% | +12.7% | +1.6% | +12.1% |
| 3M | -4.1% | +17.2% | -21.3% | -6.6% |
| 6M | -9.7% | +26.7% | -36.3% | -13.5% |
| YTD | -7.1% | +50.3% | -57.4% | -14.9% |
| 1Y | -7.4% | +50.2% | -57.7% | -15.1% |
| All | -7.4% | +52.5% | -60.0% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling