-47.0%
BROS vs WCC
+153.2%
-200.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -2.1% |
| 7D | -20.4% | +3.3% | -23.7% | -20.9% |
| 30D | -6.1% | -9.4% | +3.3% | -2.7% |
| 3M | -29.4% | -10.5% | -18.9% | -27.0% |
| 6M | -31.5% | -10.4% | -21.1% | -30.3% |
| YTD | -42.8% | +34.4% | -77.2% | -51.3% |
| 1Y | -37.5% | +27.7% | -65.2% | -45.7% |
| 3Y | +27.2% | +137.9% | -110.8% | -22.9% |
| 5Y | -47.0% | +147.0% | -194.0% | -71.6% |
| All | -47.0% | +153.2% | -200.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling