+1,618.8%
WST vs BR
+1,321.0%
+297.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.7% |
| 7D | +0.7% | -5.3% | +6.0% | +3.1% |
| 30D | -3.1% | +6.4% | -9.6% | -6.0% |
| 3M | +7.2% | +13.6% | -6.4% | +0.5% |
| 6M | +36.8% | -6.7% | +43.5% | +39.0% |
| YTD | +23.8% | -21.1% | +44.9% | +35.1% |
| 1Y | +37.8% | -29.6% | +67.3% | +58.0% |
| 3Y | -15.9% | -2.4% | -13.5% | -17.6% |
| 5Y | -25.8% | +11.2% | -37.1% | -31.9% |
| 10Y | +319.6% | +191.8% | +127.8% | +150.7% |
| All | +1,618.8% | +1,321.0% | +297.8% | +440.5% |
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 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