+103.9%
BP vs WST
-0.1%
+104.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.5% |
| 7D | -11.6% | -3.1% | -8.5% | -11.5% |
| 30D | 0.0% | +9.1% | -9.0% | -0.5% |
| 3M | +6.7% | +14.7% | -7.9% | +5.8% |
| 6M | +2.2% | +28.0% | -25.8% | +0.4% |
| YTD | +33.0% | +45.6% | -12.7% | +29.2% |
| 1Y | +30.7% | +45.7% | -14.9% | +27.0% |
| 3Y | +44.2% | +21.1% | +23.1% | +38.3% |
| All | +103.9% | -0.1% | +104.0% | +83.6% |
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