+336.1%
WST vs BR
+189.7%
+146.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.8% | -3.0% | +4.8% | +3.3% |
| 30D | -1.7% | -0.3% | -1.4% | -1.8% |
| 3M | +4.9% | +17.3% | -12.4% | -3.8% |
| 6M | +45.5% | -6.7% | +52.2% | +48.5% |
| YTD | +26.1% | -23.4% | +49.6% | +41.7% |
| 1Y | +31.7% | -32.7% | +64.4% | +58.2% |
| 3Y | -12.1% | -5.9% | -6.2% | -12.7% |
| 5Y | -23.6% | +8.4% | -32.0% | -30.7% |
| All | +336.1% | +189.7% | +146.4% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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