+36.8%
WST vs BWA
+24.4%
+12.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | +0.7% | +5.7% | -4.9% | +0.5% |
| 30D | -3.1% | +1.4% | -4.6% | -3.2% |
| 3M | +7.2% | -12.1% | +19.3% | +8.1% |
| 6M | +36.8% | +28.6% | +8.3% | +27.4% |
| All | +36.8% | +24.4% | +12.4% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling