+2,006.7%
WST vs BR
+1,481.8%
+524.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | +11.2% | +14.4% | -3.2% | +4.7% |
| 3M | +20.4% | +12.4% | +8.0% | +13.8% |
| 6M | +37.9% | +35.4% | +2.4% | +19.0% |
| YTD | +51.8% | -12.2% | +64.0% | +57.5% |
| 1Y | +56.6% | -12.7% | +69.4% | +63.0% |
| 3Y | +24.2% | +14.3% | +10.0% | +13.1% |
| 5Y | +0.7% | +19.3% | -18.6% | -10.5% |
| 10Y | +456.3% | +278.1% | +178.1% | +197.6% |
| All | +2,006.7% | +1,481.8% | +524.8% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling