+615.0%
WDC vs BROS
+7.7%
+607.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.5% |
| 7D | -3.2% | -20.4% | +17.2% | +1.5% |
| 30D | -19.0% | -6.1% | -12.9% | -17.7% |
| 3M | -28.4% | -29.4% | +0.9% | -23.6% |
| 6M | -39.2% | -31.5% | -7.7% | -35.1% |
| YTD | +82.1% | -42.8% | +124.9% | +100.4% |
| 1Y | +84.7% | -37.5% | +122.1% | +99.7% |
| 3Y | +825.6% | +27.2% | +798.5% | +765.6% |
| 5Y | +608.2% | -47.0% | +655.1% | +576.1% |
| All | +615.0% | +7.7% | +607.2% | +590.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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