+66.9%
BROS vs WCN
+19.5%
+47.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -6.6% | -1.7% | -4.9% | -6.2% |
| 30D | -12.3% | -3.0% | -9.4% | -11.6% |
| 3M | -22.2% | +2.5% | -24.7% | -23.2% |
| 6M | -14.3% | -5.7% | -8.6% | -12.7% |
| YTD | -26.6% | -7.4% | -19.1% | -24.7% |
| 1Y | -31.5% | -8.6% | -22.9% | -29.4% |
| All | +66.9% | +19.5% | +47.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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