-7.8%
BRO vs WY
-24.8%
+17.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | -4.2% | -3.2% | -6.5% |
| 30D | -6.9% | -10.1% | +3.2% | -4.7% |
| 3M | +10.7% | -8.5% | +19.2% | +12.6% |
| 6M | -2.7% | -3.3% | +0.6% | -2.2% |
| YTD | -16.3% | -4.4% | -11.9% | -15.8% |
| 1Y | -29.1% | -11.5% | -17.6% | -27.6% |
| 3Y | -7.8% | -24.3% | +16.5% | -3.2% |
| All | -7.8% | -24.8% | +17.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling