+336.1%
WST vs BRKR
+155.3%
+180.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.8% | -8.7% | +10.5% | +4.9% |
| 30D | -1.7% | -9.9% | +8.1% | +1.5% |
| 3M | +4.9% | -3.1% | +8.0% | +3.5% |
| 6M | +45.5% | +45.5% | 0.0% | +21.6% |
| YTD | +26.1% | +13.7% | +12.4% | +14.6% |
| 1Y | +31.7% | +67.4% | -35.7% | +2.5% |
| 3Y | -12.1% | -13.2% | +1.1% | -17.6% |
| 5Y | -23.6% | -39.5% | +15.9% | -18.7% |
| All | +336.1% | +155.3% | +180.8% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling