+583.2%
WDC vs BROS
-49.1%
+632.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.2% |
| 7D | +16.3% | -2.5% | +18.8% | +17.0% |
| 30D | -18.3% | -11.2% | -7.0% | -15.6% |
| 3M | -31.4% | -33.9% | +2.5% | -24.8% |
| 6M | -36.3% | -33.5% | -2.8% | -30.7% |
| YTD | +80.8% | -44.9% | +125.8% | +104.3% |
| 1Y | +87.7% | -41.5% | +129.2% | +108.8% |
| 3Y | +819.4% | +22.4% | +797.0% | +735.2% |
| 5Y | +583.2% | -45.7% | +628.9% | +584.3% |
| All | +583.2% | -49.1% | +632.3% | +584.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling