+920.5%
WDC vs BROS
+35.1%
+885.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.2% |
| 7D | -4.3% | -5.8% | +1.4% | -3.2% |
| 30D | -1.5% | -14.0% | +12.5% | +1.1% |
| 3M | -15.5% | -32.5% | +17.0% | -9.6% |
| 6M | +66.5% | -14.9% | +81.4% | +70.1% |
| YTD | +159.9% | -28.3% | +188.1% | +173.4% |
| 1Y | +366.0% | -34.0% | +399.9% | +394.5% |
| 3Y | +1,285.8% | +63.0% | +1,222.9% | +1,133.6% |
| All | +920.5% | +35.1% | +885.4% | +841.5% |
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