+37.8%
WST vs BRKR
+100.6%
-62.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +0.7% | +2.5% | -1.7% | +0.3% |
| 30D | -3.1% | +11.5% | -14.6% | -4.9% |
| 3M | +7.2% | -2.4% | +9.6% | +6.4% |
| 6M | +36.8% | +52.3% | -15.5% | +23.7% |
| YTD | +23.8% | +24.5% | -0.6% | +18.6% |
| 1Y | +37.8% | +97.3% | -59.6% | +16.1% |
| All | +37.8% | +100.6% | -62.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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