+451.1%
WST vs BWA
+95.2%
+355.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | +12.7% | -17.7% | +30.4% | +17.1% |
| 3M | +17.2% | -27.0% | +44.1% | +24.4% |
| 6M | +26.7% | -17.3% | +44.0% | +30.1% |
| YTD | +50.3% | +12.9% | +37.4% | +42.6% |
| 1Y | +50.2% | +12.9% | +37.3% | +42.5% |
| 3Y | +21.7% | +62.1% | -40.4% | +4.8% |
| 5Y | +2.0% | +30.7% | -28.7% | -10.1% |
| 10Y | +451.1% | +89.2% | +361.9% | +331.3% |
| All | +451.1% | +95.2% | +355.9% | +331.3% |
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