-8.1%
BROS vs WU
-51.0%
+42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -2.5% | -5.3% | +2.8% | -1.1% |
| 30D | -11.2% | +9.0% | -20.3% | -14.0% |
| 3M | -33.9% | -3.6% | -30.4% | -33.7% |
| 6M | -33.5% | -19.4% | -14.1% | -30.0% |
| YTD | -44.9% | -21.7% | -23.2% | -41.7% |
| 1Y | -41.5% | -16.1% | -25.4% | -39.4% |
| 3Y | +22.4% | -24.1% | +46.6% | +27.6% |
| 5Y | -45.7% | -44.1% | -1.6% | -39.6% |
| All | -8.1% | -51.0% | +42.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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