+50.6%
WST vs BWA
+12.4%
+38.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +4.9% | +7.3% | -2.4% | +4.1% |
| 30D | +10.7% | -15.8% | +26.5% | +12.3% |
| 3M | +16.8% | -25.7% | +42.6% | +20.1% |
| 6M | +32.0% | -19.6% | +51.6% | +33.0% |
| YTD | +49.9% | +14.1% | +35.9% | +27.7% |
| 1Y | +50.6% | +12.2% | +38.5% | +29.3% |
| All | +50.6% | +12.4% | +38.2% | +29.3% |
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 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