+42.9%
WST vs BWA
+17.4%
+25.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.7% |
| 7D | +1.3% | -9.9% | +11.2% | +2.1% |
| 30D | +8.5% | -16.4% | +24.9% | +10.2% |
| 3M | +17.2% | -19.8% | +37.0% | +19.3% |
| 6M | +36.3% | -10.0% | +46.2% | +33.7% |
| YTD | +48.9% | +12.7% | +36.2% | +27.3% |
| 1Y | +42.9% | +15.7% | +27.2% | +20.5% |
| All | +42.9% | +17.4% | +25.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling