-37.7%
BROS vs WST
+52.5%
-90.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -19.0% | +1.4% | -20.4% | -19.1% |
| 30D | -7.3% | +12.7% | -20.0% | -10.3% |
| 3M | -31.2% | +17.2% | -48.4% | -34.5% |
| 6M | -33.0% | +26.7% | -59.7% | -37.9% |
| YTD | -42.4% | +50.3% | -92.6% | -52.0% |
| 1Y | -37.7% | +50.2% | -88.0% | -48.0% |
| All | -37.7% | +52.5% | -90.3% | -48.0% |
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 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