+27.0%
BROS vs WU
-49.0%
+75.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -6.7% | -0.8% | -5.8% | -6.4% |
| 30D | -29.1% | -1.1% | -28.0% | -28.8% |
| 3M | -16.7% | -3.9% | -12.8% | -16.5% |
| 6M | -11.6% | -20.7% | +9.0% | -6.0% |
| YTD | -23.9% | -18.4% | -5.6% | -19.9% |
| 1Y | -34.8% | -8.1% | -26.7% | -34.2% |
| 3Y | +62.1% | -24.2% | +86.2% | +70.0% |
| All | +27.0% | -49.0% | +75.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling