+72.2%
WST vs BAM
+88.1%
-15.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | +1.4% | +5.0% | -3.6% | +0.3% |
| 30D | +12.7% | +16.6% | -3.9% | +9.0% |
| 3M | +17.2% | +2.2% | +14.9% | +16.3% |
| 6M | +26.7% | +9.7% | +17.0% | +23.5% |
| YTD | +50.3% | +5.2% | +45.0% | +47.3% |
| 1Y | +50.2% | +3.9% | +46.3% | +47.6% |
| 3Y | +21.7% | +91.5% | -69.8% | -2.5% |
| All | +72.2% | +88.1% | -15.9% | +35.7% |
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