+1,335.7%
BP vs WST
+12,330.1%
-10,994.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.9% | +0.7% | +3.2% | +3.8% |
| 30D | +7.6% | -3.1% | +10.8% | +8.2% |
| 3M | +0.7% | +7.2% | -6.5% | -0.9% |
| 6M | +15.5% | +36.8% | -21.3% | +8.0% |
| YTD | +30.8% | +23.8% | +7.0% | +24.5% |
| 1Y | +34.3% | +37.8% | -3.5% | +24.9% |
| 3Y | +35.1% | -15.9% | +50.9% | +31.5% |
| 5Y | +126.8% | -25.8% | +152.7% | +120.6% |
| 10Y | +123.4% | +319.6% | -196.2% | +36.7% |
| All | +1,335.7% | +12,330.1% | -10,994.4% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling