+1,359.8%
WDC vs BROS
+64.7%
+1,295.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +9.9% | -13.5% | +23.4% | +13.4% |
| 3M | -9.4% | -18.4% | +9.0% | -5.7% |
| 6M | +94.7% | -10.6% | +105.3% | +97.6% |
| YTD | +177.4% | -25.1% | +202.4% | +192.0% |
| 1Y | +412.6% | -28.6% | +441.2% | +441.8% |
| 3Y | +1,359.8% | +65.6% | +1,294.2% | +1,154.5% |
| All | +1,359.8% | +64.7% | +1,295.1% | +1,154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling