+25,667.1%
BRO vs WST
+12,219.3%
+13,447.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -7.6% | -1.7% | -6.0% | -7.3% |
| 30D | -6.9% | -4.3% | -2.6% | -5.9% |
| 3M | +12.8% | +0.7% | +12.1% | +12.4% |
| 6M | -5.9% | +36.0% | -41.9% | -13.0% |
| YTD | -15.9% | +22.7% | -38.6% | -20.6% |
| 1Y | -28.1% | +34.1% | -62.2% | -33.9% |
| 3Y | -7.0% | -13.6% | +6.6% | -10.6% |
| 5Y | +18.0% | -26.0% | +44.0% | +15.4% |
| 10Y | +293.9% | +335.8% | -41.9% | +132.7% |
| All | +25,667.1% | +12,219.3% | +13,447.8% | +7,037.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling