+29.5%
BROS vs WCC
+138.4%
-109.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.9% |
| 7D | -20.4% | +3.3% | -23.7% | -20.8% |
| 30D | -6.1% | -9.4% | +3.3% | -3.4% |
| 3M | -29.4% | -10.5% | -18.9% | -27.4% |
| 6M | -31.5% | -10.4% | -21.1% | -30.4% |
| YTD | -42.8% | +34.4% | -77.2% | -50.0% |
| 1Y | -37.5% | +27.7% | -65.2% | -44.4% |
| All | +29.5% | +138.4% | -109.0% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling