+22.6%
BROS vs WCN
+28.4%
-5.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -6.6% | -1.7% | -4.9% | -5.8% |
| 30D | -12.3% | -3.0% | -9.4% | -11.0% |
| 3M | -22.2% | +2.5% | -24.7% | -24.0% |
| 6M | -14.3% | -5.7% | -8.6% | -12.4% |
| YTD | -26.6% | -7.4% | -19.1% | -24.2% |
| 1Y | -31.5% | -8.6% | -22.9% | -28.9% |
| 3Y | +62.3% | +19.4% | +42.9% | +31.9% |
| All | +22.6% | +28.4% | -5.8% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling