-24.0%
WST vs BR
+7.7%
-31.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.4% | -6.0% | +6.4% | +3.4% |
| 30D | -2.0% | -0.9% | -1.2% | -1.8% |
| 3M | +4.1% | +16.4% | -12.3% | -4.4% |
| 6M | +47.4% | -8.2% | +55.6% | +52.9% |
| YTD | +25.4% | -23.2% | +48.6% | +43.8% |
| 1Y | +35.3% | -30.9% | +66.2% | +65.4% |
| 3Y | -11.7% | -5.0% | -6.7% | -13.9% |
| 5Y | -24.0% | +8.8% | -32.8% | -37.5% |
| All | -24.0% | +7.7% | -31.7% | -37.5% |
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 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