+278.6%
BR vs WCC
+431.3%
-152.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +1.1% | +9.9% | -8.9% | -0.5% |
| 30D | +14.4% | -8.4% | +22.8% | +15.3% |
| 3M | +12.4% | -10.3% | +22.8% | +13.3% |
| 6M | +35.4% | -10.5% | +45.9% | +35.5% |
| YTD | -12.2% | +32.2% | -44.3% | -19.6% |
| 1Y | -12.7% | +25.5% | -38.3% | -19.4% |
| 3Y | +14.3% | +134.7% | -120.4% | -11.5% |
| 5Y | +19.3% | +139.9% | -120.6% | -11.4% |
| All | +278.6% | +431.3% | -152.7% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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