+336.1%
WST vs BG
+166.7%
+169.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +1.8% | +3.1% | -1.3% | +1.4% |
| 30D | -1.7% | +10.2% | -11.9% | -3.1% |
| 3M | +4.9% | -1.7% | +6.6% | +4.9% |
| 6M | +45.5% | +1.0% | +44.5% | +44.7% |
| YTD | +26.1% | +39.9% | -13.8% | +19.4% |
| 1Y | +31.7% | +53.2% | -21.5% | +22.8% |
| 3Y | -12.1% | +16.3% | -28.3% | -15.4% |
| 5Y | -23.6% | +83.9% | -107.4% | -32.5% |
| All | +336.1% | +166.7% | +169.4% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling