+27.0%
BROS vs WEC
+34.7%
-7.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | -29.1% | -1.3% | -27.8% | -28.9% |
| 3M | -16.7% | -3.9% | -12.8% | -16.1% |
| 6M | -11.6% | -8.3% | -3.3% | -10.1% |
| YTD | -23.9% | +3.1% | -27.0% | -24.9% |
| 1Y | -34.8% | +1.9% | -36.7% | -35.5% |
| 3Y | +62.1% | +41.9% | +20.2% | +44.4% |
| All | +27.0% | +34.7% | -7.7% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling