-45.7%
BROS vs WCN
+48.2%
-93.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -11.2% | +26.4% | -37.7% | -21.2% |
| 3M | -33.9% | +17.5% | -51.4% | -39.2% |
| 6M | -33.5% | +28.7% | -62.2% | -42.2% |
| YTD | -44.9% | +11.5% | -56.5% | -48.4% |
| 1Y | -41.5% | +15.9% | -57.4% | -46.5% |
| 3Y | +22.4% | +51.6% | -29.1% | -12.3% |
| 5Y | -45.7% | +47.9% | -93.6% | -63.7% |
| All | -45.7% | +48.2% | -93.9% | -63.7% |
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