+72.4%
WST vs BAM
+90.5%
-18.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.8% |
| 7D | +1.3% | +5.3% | -4.0% | +0.2% |
| 30D | +12.9% | +18.1% | -5.2% | +8.8% |
| 3M | +16.7% | +4.2% | +12.4% | +15.4% |
| 6M | +26.8% | +11.1% | +15.7% | +23.3% |
| YTD | +50.5% | +6.6% | +43.9% | +47.1% |
| 1Y | +52.9% | +6.2% | +46.7% | +49.5% |
| 3Y | +23.9% | +95.0% | -71.1% | -1.2% |
| All | +72.4% | +90.5% | -18.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling