-1.8%
BROS vs WEC
+49.0%
-50.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +6.4% |
| 7D | -17.9% | +0.2% | -18.1% | -18.0% |
| 30D | -5.4% | +12.9% | -18.3% | -7.8% |
| 3M | -32.1% | +9.8% | -41.9% | -33.4% |
| 6M | -31.7% | +6.7% | -38.4% | -32.8% |
| YTD | -41.2% | +14.0% | -55.1% | -43.2% |
| 1Y | -32.6% | +7.3% | -39.9% | -33.9% |
| 3Y | +32.7% | +63.8% | -31.1% | +14.2% |
| 5Y | -44.2% | +54.8% | -99.0% | -46.6% |
| All | -1.8% | +49.0% | -50.8% | -4.9% |
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