+19.4%
BRO vs WCN
+24.9%
-5.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.3% | -3.1% | -4.2% | -5.7% |
| 30D | -6.9% | -3.4% | -3.5% | -5.0% |
| 3M | +10.7% | +3.0% | +7.7% | +9.2% |
| 6M | -2.7% | -3.8% | +1.1% | -0.7% |
| YTD | -16.3% | -8.3% | -8.0% | -12.8% |
| 1Y | -29.1% | -9.7% | -19.3% | -25.5% |
| 3Y | -7.8% | +17.2% | -25.0% | -19.4% |
| All | +19.4% | +24.9% | -5.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling