+335.8%
WST vs BWA
+142.7%
+193.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.3% | -5.6% | +1.2% | -3.3% |
| 3M | +0.7% | -10.7% | +11.4% | +2.8% |
| 6M | +36.0% | +23.2% | +12.9% | +28.6% |
| YTD | +22.7% | +46.0% | -23.2% | +10.8% |
| 1Y | +34.1% | +51.2% | -17.1% | +20.0% |
| 3Y | -13.6% | +69.6% | -83.1% | -26.1% |
| 5Y | -26.0% | +86.6% | -112.6% | -39.3% |
| 10Y | +335.8% | +152.3% | +183.5% | +206.0% |
| All | +335.8% | +142.7% | +193.1% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling