+38.3%
BN vs WST
-25.7%
+64.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -9.5% | -3.1% | -6.3% | -8.9% |
| 3M | -10.4% | +7.2% | -17.6% | -11.9% |
| 6M | -6.4% | +36.8% | -43.2% | -13.2% |
| YTD | -11.9% | +23.8% | -35.7% | -16.6% |
| 1Y | -8.6% | +37.8% | -46.4% | -16.0% |
| 3Y | +77.6% | -15.9% | +93.4% | +76.0% |
| All | +38.3% | -25.7% | +64.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling