+112.2%
BP vs WST
-0.5%
+112.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +2.5% | +4.9% | -2.4% | +2.2% |
| 30D | -5.6% | +10.7% | -16.3% | -6.2% |
| 3M | +8.0% | +16.8% | -8.8% | +7.0% |
| 6M | +5.7% | +32.0% | -26.3% | +3.7% |
| YTD | +36.8% | +49.9% | -13.1% | +32.7% |
| 1Y | +30.7% | +50.6% | -19.9% | +26.7% |
| 3Y | +51.6% | +21.4% | +30.2% | +45.6% |
| 5Y | +112.2% | -0.6% | +112.8% | +90.6% |
| All | +112.2% | -0.5% | +112.7% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling