+121.7%
BP vs WST
+322.7%
-201.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | +7.6% | -3.1% | +10.8% | +7.9% |
| 3M | +0.7% | +7.2% | -6.5% | -0.1% |
| 6M | +15.5% | +36.8% | -21.3% | +11.3% |
| YTD | +30.8% | +23.8% | +7.0% | +27.3% |
| 1Y | +34.3% | +37.8% | -3.5% | +29.1% |
| 3Y | +35.1% | -15.9% | +50.9% | +33.5% |
| 5Y | +126.8% | -25.8% | +152.7% | +124.2% |
| All | +121.7% | +322.7% | -201.0% | +48.3% |
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