-2.1%
BROS vs WCN
+54.7%
-56.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +6.3% | +2.6% | +3.7% | +4.9% |
| 30D | -8.3% | +23.9% | -32.3% | -18.3% |
| 3M | -29.8% | +17.4% | -47.2% | -35.6% |
| 6M | -25.8% | +28.0% | -53.8% | -35.8% |
| YTD | -41.4% | +11.6% | -52.9% | -45.2% |
| 1Y | -35.2% | +16.9% | -52.0% | -41.3% |
| 3Y | +32.8% | +51.6% | -18.8% | -6.3% |
| 5Y | -42.2% | +48.0% | -90.1% | -59.9% |
| All | -2.1% | +54.7% | -56.8% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling