+285.2%
BRO vs WING
+407.7%
-122.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.1% |
| 7D | -7.3% | +7.2% | -14.6% | -8.3% |
| 30D | -6.9% | +4.8% | -11.6% | -7.7% |
| 3M | +10.7% | -23.7% | +34.3% | +14.4% |
| 6M | -2.7% | -43.6% | +40.9% | +4.3% |
| YTD | -16.3% | -50.6% | +34.2% | -9.3% |
| 1Y | -29.1% | -57.0% | +27.9% | -21.9% |
| 3Y | -7.8% | -28.3% | +20.4% | -11.9% |
| 5Y | +18.7% | -32.4% | +51.1% | +9.3% |
| All | +285.2% | +407.7% | -122.5% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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