+285.2%
BRO vs WU
-39.1%
+324.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -7.3% | -3.5% | -3.8% | -6.3% |
| 30D | -6.9% | -2.9% | -3.9% | -6.0% |
| 3M | +10.7% | -2.3% | +12.9% | +10.3% |
| 6M | -2.7% | -25.4% | +22.7% | +5.5% |
| YTD | -16.3% | -21.2% | +4.9% | -10.9% |
| 1Y | -29.1% | -8.9% | -20.2% | -28.6% |
| 3Y | -7.8% | -29.0% | +21.1% | -1.1% |
| 5Y | +18.7% | -50.7% | +69.5% | +43.5% |
| All | +285.2% | -39.1% | +324.3% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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