-29.1%
BRO vs WST
+35.4%
-64.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.3% | +1.8% | -9.2% | -7.5% |
| 30D | -6.9% | -1.7% | -5.1% | -6.7% |
| 3M | +10.7% | +4.9% | +5.8% | +10.0% |
| 6M | -2.7% | +45.5% | -48.2% | -6.4% |
| YTD | -16.3% | +26.1% | -42.5% | -19.1% |
| 1Y | -29.1% | +31.7% | -60.8% | -30.9% |
| All | -29.1% | +35.4% | -64.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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