+18.4%
BROS vs WEC
+34.0%
-15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | -12.4% | -0.4% | -12.0% | -12.3% |
| 3M | -27.9% | -6.8% | -21.1% | -26.9% |
| 6M | -16.8% | -6.4% | -10.4% | -15.8% |
| YTD | -29.0% | +2.5% | -31.5% | -29.8% |
| 1Y | -33.2% | -0.4% | -32.8% | -33.5% |
| 3Y | +56.8% | +38.5% | +18.2% | +40.8% |
| All | +18.4% | +34.0% | -15.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WEC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling