+113.2%
WDC vs BRO
-3.6%
+116.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.5% | -11.2% | -2.0% |
| 7D | -18.3% | +12.4% | -30.8% | -6.9% |
| 30D | -26.7% | +21.6% | -48.3% | -8.2% |
| 3M | -40.9% | +4.3% | -45.3% | -37.3% |
| 6M | -26.8% | +29.2% | -55.9% | -0.9% |
| YTD | +88.2% | -6.4% | +94.5% | +112.5% |
| 1Y | +113.2% | -5.3% | +118.5% | +143.1% |
| All | +113.2% | -3.6% | +116.8% | +143.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling