-15.1%
WST vs BWA
+75.7%
-90.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | +0.7% | +5.7% | -4.9% | -0.2% |
| 30D | -3.1% | +1.4% | -4.6% | -3.5% |
| 3M | +7.2% | -12.1% | +19.3% | +9.4% |
| 6M | +36.8% | +28.6% | +8.3% | +28.7% |
| YTD | +23.8% | +51.1% | -27.2% | +11.0% |
| 1Y | +37.8% | +55.9% | -18.1% | +22.5% |
| All | -15.1% | +75.7% | -90.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling