+32.8%
BROS vs WST
+24.3%
+8.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.6% |
| 7D | +6.3% | +4.2% | +2.1% | +6.7% |
| 30D | -8.3% | +11.2% | -19.6% | -7.4% |
| 3M | -29.8% | +20.4% | -50.2% | -28.4% |
| 6M | -25.8% | +37.9% | -63.7% | -23.1% |
| YTD | -41.4% | +51.8% | -93.2% | -38.8% |
| 1Y | -35.2% | +56.6% | -91.8% | -32.0% |
| 3Y | +32.8% | +24.2% | +8.6% | +30.2% |
| All | +32.8% | +24.3% | +8.4% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling