+6,666.6%
WST vs BG
+1,131.5%
+5,535.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +0.7% | +2.8% | -2.1% | +0.2% |
| 30D | -3.1% | +12.0% | -15.2% | -5.2% |
| 3M | +7.2% | -7.7% | +14.9% | +8.4% |
| 6M | +36.8% | +4.5% | +32.3% | +35.0% |
| YTD | +23.8% | +35.7% | -11.8% | +16.5% |
| 1Y | +37.8% | +50.1% | -12.3% | +27.1% |
| 3Y | -15.9% | +12.6% | -28.5% | -19.4% |
| 5Y | -25.8% | +75.4% | -101.2% | -35.4% |
| 10Y | +319.6% | +150.5% | +169.1% | +225.3% |
| All | +6,666.6% | +1,131.5% | +5,535.1% | +4,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling