+48.6%
BP vs WST
+24.3%
+24.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +2.4% |
| 30D | -6.4% | +11.2% | -17.6% | -6.8% |
| 3M | +8.0% | +20.4% | -12.4% | +7.1% |
| 6M | +6.0% | +37.9% | -31.9% | +4.4% |
| YTD | +36.5% | +51.8% | -15.3% | +33.3% |
| 1Y | +31.7% | +56.6% | -24.9% | +28.5% |
| 3Y | +48.6% | +24.2% | +24.4% | +40.1% |
| All | +48.6% | +24.3% | +24.3% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling