+34.0%
BN vs WST
+1.0%
+33.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.9% |
| 7D | -1.0% | +4.2% | -5.2% | -1.9% |
| 30D | +14.0% | +11.2% | +2.7% | +11.3% |
| 3M | -9.0% | +20.4% | -29.4% | -12.8% |
| 6M | -8.8% | +37.9% | -46.7% | -15.4% |
| YTD | -10.3% | +51.8% | -62.1% | -19.0% |
| 1Y | -5.8% | +56.6% | -62.4% | -15.7% |
| 3Y | +94.8% | +24.2% | +70.6% | +70.1% |
| All | +34.0% | +1.0% | +33.0% | +22.0% |
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