+27.0%
BROS vs WCC
+225.0%
-198.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | -0.7% |
| 7D | -6.7% | +4.5% | -11.1% | -8.2% |
| 30D | -29.1% | -5.8% | -23.3% | -27.6% |
| 3M | -16.7% | -3.7% | -13.0% | -16.7% |
| 6M | -11.6% | +23.1% | -34.7% | -20.6% |
| YTD | -23.9% | +44.2% | -68.1% | -36.1% |
| 1Y | -34.8% | +62.1% | -96.9% | -48.3% |
| 3Y | +62.1% | +121.1% | -59.0% | +4.8% |
| All | +27.0% | +225.0% | -198.0% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling