+19.7%
BROS vs WCC
+229.9%
-210.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | -0.4% |
| 7D | -5.8% | +1.5% | -7.3% | -6.3% |
| 30D | -14.0% | -2.1% | -11.8% | -13.5% |
| 3M | -32.5% | +3.8% | -36.3% | -34.4% |
| 6M | -14.9% | +35.0% | -49.9% | -26.3% |
| YTD | -28.3% | +46.4% | -74.7% | -40.1% |
| 1Y | -34.0% | +63.0% | -97.0% | -47.8% |
| 3Y | +63.0% | +133.9% | -71.0% | +2.8% |
| All | +19.7% | +229.9% | -210.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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