+15,687.7%
BN vs WST
+14,518.0%
+1,169.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +5.3% | -3.1% | +8.5% | +6.2% |
| 30D | +11.9% | +9.1% | +2.8% | +9.2% |
| 3M | -5.7% | +14.7% | -20.4% | -9.4% |
| 6M | -10.6% | +28.0% | -38.6% | -16.9% |
| YTD | -9.4% | +45.6% | -55.0% | -19.3% |
| 1Y | -8.8% | +45.7% | -54.4% | -18.8% |
| 3Y | +95.6% | +21.1% | +74.5% | +69.4% |
| 5Y | +30.2% | +0.3% | +29.8% | +17.0% |
| 10Y | +277.0% | +449.0% | -172.0% | +97.8% |
| All | +15,687.7% | +14,518.0% | +1,169.7% | +3,640.6% |
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