+8,916.9%
WST vs BWA
+3,492.4%
+5,424.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | +0.7% | +5.7% | -4.9% | -0.5% |
| 30D | -3.1% | +1.4% | -4.6% | -3.6% |
| 3M | +7.2% | -12.1% | +19.3% | +9.7% |
| 6M | +36.8% | +28.6% | +8.3% | +28.2% |
| YTD | +23.8% | +51.1% | -27.2% | +11.1% |
| 1Y | +37.8% | +55.9% | -18.1% | +22.7% |
| 3Y | -15.9% | +70.1% | -86.0% | -28.0% |
| 5Y | -25.8% | +90.7% | -116.5% | -39.1% |
| 10Y | +319.6% | +154.0% | +165.6% | +204.6% |
| All | +8,916.9% | +3,492.4% | +5,424.5% | +4,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling