+15,251.3%
BN vs WST
+12,330.1%
+2,921.2%
-72.5%
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 | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -9.5% | -3.1% | -6.3% | -8.7% |
| 3M | -10.4% | +7.2% | -17.6% | -12.3% |
| 6M | -6.4% | +36.8% | -43.2% | -14.8% |
| YTD | -11.9% | +23.8% | -35.7% | -17.8% |
| 1Y | -8.6% | +37.8% | -46.4% | -17.7% |
| 3Y | +77.6% | -15.9% | +93.4% | +71.5% |
| 5Y | +37.0% | -25.8% | +62.9% | +34.1% |
| 10Y | +266.4% | +319.6% | -53.2% | +107.2% |
| All | +15,251.3% | +12,330.1% | +2,921.2% | +3,708.6% |
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