+1,188.5%
WDC vs BRO
+294.2%
+894.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -7.3% | +3.0% | -1.8% |
| 30D | -1.5% | -6.9% | +5.4% | +0.6% |
| 3M | -15.5% | +10.7% | -26.2% | -22.3% |
| 6M | +66.5% | -2.7% | +69.1% | +60.9% |
| YTD | +159.9% | -16.3% | +176.2% | +169.1% |
| 1Y | +366.0% | -29.1% | +395.0% | +424.4% |
| 3Y | +1,285.8% | -7.8% | +1,293.7% | +1,135.5% |
| 5Y | +925.6% | +18.7% | +906.8% | +613.5% |
| All | +1,188.5% | +294.2% | +894.3% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling