+8,193.4%
WST vs BG
+954.5%
+7,238.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.0% |
| 7D | +4.2% | +2.6% | +1.6% | +3.8% |
| 30D | +11.2% | -6.7% | +17.9% | +12.5% |
| 3M | +20.4% | -9.3% | +29.6% | +22.1% |
| 6M | +37.9% | -18.3% | +56.2% | +42.0% |
| YTD | +51.8% | +16.2% | +35.6% | +46.5% |
| 1Y | +56.6% | +7.6% | +49.0% | +53.2% |
| 3Y | +24.2% | +6.6% | +17.7% | +20.0% |
| 5Y | +0.7% | +22.2% | -21.5% | -6.6% |
| 10Y | +456.3% | +112.0% | +344.2% | +343.9% |
| All | +8,193.4% | +954.5% | +7,238.9% | +5,526.6% |
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 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