+3.6%
WBD vs BRO
+17.6%
-14.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -7.3% | +6.6% | +1.9% |
| 30D | +1.4% | -6.9% | +8.3% | +3.8% |
| 3M | +4.4% | +10.7% | -6.3% | -0.4% |
| 6M | +0.8% | -2.7% | +3.5% | +0.8% |
| YTD | -2.7% | -16.3% | +13.6% | +3.4% |
| 1Y | +73.4% | -29.1% | +102.5% | +97.9% |
| 3Y | +142.1% | -7.8% | +150.0% | +137.5% |
| All | +3.6% | +17.6% | -14.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling