+76.2%
BND vs WST
+1,973.8%
-1,897.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.4% |
| 30D | +2.0% | +12.9% | -10.9% | +2.0% |
| 3M | -0.4% | +16.7% | -17.0% | -0.4% |
| 6M | -0.9% | +26.8% | -27.8% | -0.9% |
| YTD | -0.3% | +50.5% | -50.8% | -0.3% |
| 1Y | 0.0% | +52.9% | -52.9% | 0.0% |
| 3Y | +15.1% | +23.9% | -8.8% | +15.1% |
| 5Y | -1.5% | +1.0% | -2.5% | -1.9% |
| 10Y | +17.6% | +451.4% | -433.8% | +21.7% |
| All | +76.2% | +1,973.8% | -1,897.6% | +88.8% |
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