-2.1%
BROS vs WST
-7.0%
+4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.3% |
| 7D | +6.3% | +4.2% | +2.1% | +5.6% |
| 30D | -8.3% | +11.2% | -19.6% | -9.6% |
| 3M | -29.8% | +20.4% | -50.2% | -31.6% |
| 6M | -25.8% | +37.9% | -63.7% | -29.2% |
| YTD | -41.4% | +51.8% | -93.2% | -45.1% |
| 1Y | -35.2% | +56.6% | -91.8% | -39.6% |
| 3Y | +32.8% | +24.2% | +8.6% | +17.4% |
| 5Y | -42.2% | +0.7% | -42.8% | -42.4% |
| All | -2.1% | -7.0% | +4.8% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling