+72.5%
WST vs BAM
+84.8%
-12.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +1.1% | -2.9% | +3.9% | +1.7% |
| 30D | +12.4% | +14.7% | -2.3% | +9.0% |
| 3M | +17.6% | -4.1% | +21.7% | +18.5% |
| 6M | +28.3% | +9.6% | +18.7% | +25.0% |
| YTD | +50.5% | +3.4% | +47.1% | +48.1% |
| 1Y | +49.4% | +1.0% | +48.4% | +47.7% |
| 3Y | +21.9% | +88.2% | -66.3% | -2.0% |
| All | +72.5% | +84.8% | -12.4% | +36.4% |
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