+24.7%
BROS vs WCN
+52.1%
-27.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | -11.2% | +26.4% | -37.7% | -16.4% |
| 3M | -33.9% | +17.5% | -51.4% | -36.6% |
| 6M | -33.5% | +28.7% | -62.2% | -38.2% |
| YTD | -44.9% | +11.5% | -56.5% | -46.3% |
| 1Y | -41.5% | +15.9% | -57.4% | -43.7% |
| All | +24.7% | +52.1% | -27.4% | +6.6% |
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