+87.7%
WDC vs BROS
-40.8%
+128.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.7% |
| 7D | +16.3% | -2.5% | +18.8% | +17.4% |
| 30D | -18.3% | -11.2% | -7.0% | -13.5% |
| 3M | -31.4% | -33.9% | +2.5% | -21.1% |
| 6M | -36.3% | -33.5% | -2.8% | -28.4% |
| YTD | +80.8% | -44.9% | +125.8% | +114.3% |
| 1Y | +87.7% | -41.5% | +129.2% | +124.0% |
| All | +87.7% | -40.8% | +128.6% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling