-2.1%
BROS vs WEC
+50.8%
-52.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | +6.3% | +2.3% | +4.0% | +5.8% |
| 30D | -8.3% | +11.1% | -19.4% | -10.4% |
| 3M | -29.8% | +8.4% | -38.2% | -31.0% |
| 6M | -25.8% | +7.5% | -33.3% | -27.1% |
| YTD | -41.4% | +15.3% | -56.7% | -43.5% |
| 1Y | -35.2% | +9.7% | -44.9% | -36.7% |
| 3Y | +32.8% | +64.7% | -31.9% | +14.2% |
| 5Y | -42.2% | +57.3% | -99.4% | -44.5% |
| All | -2.1% | +50.8% | -52.9% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling