-34.8%
BROS vs WST
+37.6%
-72.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | -29.1% | -3.1% | -25.9% | -28.4% |
| 3M | -16.7% | +7.2% | -23.9% | -18.2% |
| 6M | -11.6% | +36.8% | -48.4% | -20.8% |
| YTD | -23.9% | +23.8% | -47.8% | -31.0% |
| 1Y | -34.8% | +37.8% | -72.6% | -42.7% |
| All | -34.8% | +37.6% | -72.4% | -42.7% |
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