+3,847.7%
BRO vs WCN
+6,623.4%
-2,775.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.3% | -3.1% | -4.2% | -6.6% |
| 30D | -6.9% | -3.4% | -3.5% | -6.0% |
| 3M | +10.7% | +3.0% | +7.7% | +10.0% |
| 6M | -2.7% | -3.8% | +1.1% | -1.8% |
| YTD | -16.3% | -8.3% | -8.0% | -14.8% |
| 1Y | -29.1% | -9.7% | -19.3% | -27.5% |
| 3Y | -7.8% | +17.2% | -25.0% | -11.5% |
| 5Y | +18.7% | +25.3% | -6.5% | +12.4% |
| 10Y | +291.9% | +235.4% | +56.5% | +208.6% |
| All | +3,847.7% | +6,623.4% | -2,775.7% | +2,145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling