+386.0%
WDC vs BROS
-33.2%
+419.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.5% |
| 7D | +4.4% | -6.1% | +10.5% | +6.1% |
| 30D | +5.3% | -12.4% | +17.7% | +8.7% |
| 3M | -5.9% | -27.9% | +22.0% | +1.8% |
| 6M | +73.2% | -16.8% | +90.0% | +79.2% |
| YTD | +167.8% | -29.0% | +196.9% | +183.4% |
| 1Y | +386.0% | -33.2% | +419.2% | +413.5% |
| All | +386.0% | -33.2% | +419.2% | +413.5% |
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 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