+41.9%
WST vs BAM
+78.0%
-36.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.7% | -2.0% | +2.7% | +1.2% |
| 30D | -3.1% | -2.9% | -0.2% | -2.6% |
| 3M | +7.2% | +9.4% | -2.2% | +4.7% |
| 6M | +36.8% | +10.8% | +26.1% | +32.9% |
| YTD | +23.8% | -0.4% | +24.3% | +23.0% |
| 1Y | +37.8% | -10.9% | +48.6% | +39.9% |
| 3Y | -15.9% | +61.3% | -77.1% | -29.6% |
| All | +41.9% | +78.0% | -36.0% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling