+19.4%
BRO vs WU
-51.3%
+70.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.3% | -3.5% | -3.8% | -6.5% |
| 30D | -6.9% | -2.9% | -3.9% | -6.2% |
| 3M | +10.7% | -2.3% | +12.9% | +10.5% |
| 6M | -2.7% | -25.4% | +22.7% | +3.4% |
| YTD | -16.3% | -21.2% | +4.9% | -12.2% |
| 1Y | -29.1% | -8.9% | -20.2% | -28.4% |
| 3Y | -7.8% | -29.0% | +21.1% | -2.5% |
| All | +19.4% | -51.3% | +70.7% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling