+135.7%
BP vs WST
+452.9%
-317.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -3.1% | +12.4% | -15.5% | -4.3% |
| 3M | +6.2% | +17.6% | -11.4% | +4.4% |
| 6M | +4.8% | +28.3% | -23.5% | +2.0% |
| YTD | +35.2% | +50.5% | -15.3% | +29.0% |
| 1Y | +27.4% | +49.4% | -22.0% | +21.7% |
| 3Y | +49.8% | +21.9% | +27.9% | +41.7% |
| 5Y | +109.4% | +0.4% | +109.0% | +99.4% |
| 10Y | +135.7% | +451.5% | -315.8% | +59.9% |
| All | +135.7% | +452.9% | -317.2% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling