+66.9%
WST vs BAM
+86.2%
-19.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.7% |
| 7D | -3.1% | +9.7% | -12.8% | -5.1% |
| 30D | +9.1% | +19.0% | -9.9% | +5.0% |
| 3M | +14.7% | +0.6% | +14.1% | +14.3% |
| 6M | +28.0% | +11.1% | +16.9% | +24.4% |
| YTD | +45.6% | +4.2% | +41.5% | +43.1% |
| 1Y | +45.7% | +3.3% | +42.3% | +43.2% |
| 3Y | +21.1% | +88.8% | -67.7% | -2.7% |
| All | +66.9% | +86.2% | -19.3% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling