+17,600.4%
WDC vs BRO
+25,589.7%
-7,989.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | +4.4% | -8.6% | +13.0% | +6.6% |
| 30D | +5.3% | -6.9% | +12.2% | +6.8% |
| 3M | -5.9% | +10.5% | -16.4% | -10.2% |
| 6M | +73.2% | -2.8% | +76.0% | +69.6% |
| YTD | +167.8% | -16.1% | +184.0% | +171.2% |
| 1Y | +386.0% | -27.6% | +413.6% | +408.7% |
| 3Y | +1,309.7% | -7.3% | +1,317.0% | +1,260.9% |
| 5Y | +957.1% | +19.0% | +938.1% | +846.1% |
| 10Y | +1,246.7% | +292.7% | +954.0% | +818.2% |
| All | +17,600.4% | +25,589.7% | -7,989.3% | +8,869.6% |
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