+559.0%
BTSG vs WST
+15.8%
+543.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +5.0% | +4.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +13.7% | +12.7% | +1.0% | +12.2% |
| 3M | +18.0% | +17.2% | +0.8% | +15.8% |
| 6M | +32.2% | +26.7% | +5.5% | +28.3% |
| YTD | +93.6% | +50.3% | +43.3% | +83.3% |
| 1Y | +115.9% | +50.2% | +65.7% | +104.4% |
| All | +559.0% | +15.8% | +543.2% | +522.1% |
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 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