+6,622.4%
WST vs BG
+1,185.2%
+5,437.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.4% |
| 7D | -0.3% | +2.4% | -2.6% | -0.7% |
| 30D | -4.6% | +15.0% | -19.6% | -7.0% |
| 3M | +5.7% | -0.7% | +6.4% | +5.5% |
| 6M | +37.6% | +7.5% | +30.1% | +35.1% |
| YTD | +23.0% | +41.6% | -18.6% | +14.9% |
| 1Y | +33.8% | +50.7% | -16.8% | +23.4% |
| 3Y | -13.4% | +20.3% | -33.6% | -17.9% |
| 5Y | -27.0% | +85.2% | -112.2% | -37.0% |
| 10Y | +324.5% | +160.6% | +163.9% | +226.9% |
| All | +6,622.4% | +1,185.2% | +5,437.2% | +4,314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling