-7.9%
BROS vs WST
-10.7%
+2.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.6% |
| 7D | -21.2% | -3.1% | -18.1% | -20.7% |
| 30D | -11.6% | +9.1% | -20.6% | -12.5% |
| 3M | -36.7% | +14.7% | -51.4% | -37.9% |
| 6M | -42.8% | +28.0% | -70.8% | -44.8% |
| YTD | -44.8% | +45.6% | -90.5% | -48.0% |
| 1Y | -36.5% | +45.7% | -82.2% | -40.2% |
| 3Y | +27.0% | +21.1% | +5.9% | +11.7% |
| 5Y | -50.3% | +0.3% | -50.6% | -52.4% |
| All | -7.9% | -10.7% | +2.8% | +6.9% |
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