-0.1%
WST vs BR
+18.8%
-18.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +11.2% | +14.4% | -3.2% | +4.2% |
| 3M | +20.4% | +12.4% | +8.0% | +13.3% |
| 6M | +37.9% | +35.4% | +2.4% | +16.8% |
| YTD | +51.8% | -12.2% | +64.0% | +63.3% |
| 1Y | +56.6% | -12.7% | +69.4% | +69.3% |
| 3Y | +24.2% | +14.3% | +10.0% | +8.8% |
| All | -0.1% | +18.8% | -18.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling