+295.2%
WBD vs BRO
+644.6%
-349.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -7.3% | +6.6% | +2.8% |
| 30D | +1.4% | -6.9% | +8.3% | +4.6% |
| 3M | +4.4% | +10.7% | -6.3% | -1.6% |
| 6M | +0.8% | -2.7% | +3.5% | +0.2% |
| YTD | -2.7% | -16.3% | +13.6% | +3.5% |
| 1Y | +73.4% | -29.1% | +102.5% | +98.8% |
| 3Y | +142.1% | -7.8% | +150.0% | +138.9% |
| 5Y | +7.2% | +18.7% | -11.5% | -8.9% |
| 10Y | +14.2% | +291.9% | -277.7% | -48.9% |
| All | +295.2% | +644.6% | -349.3% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling