+33.4%
WEC vs BRO
+17.6%
+15.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | -7.3% | +6.7% | +1.1% |
| 30D | -2.6% | -6.9% | +4.2% | -1.2% |
| 3M | -6.0% | +10.7% | -16.7% | -8.6% |
| 6M | -5.4% | -2.7% | -2.7% | -5.4% |
| YTD | +2.5% | -16.3% | +18.8% | +6.1% |
| 1Y | -0.7% | -29.1% | +28.4% | +7.3% |
| 3Y | +38.7% | -7.8% | +46.6% | +39.2% |
| All | +33.4% | +17.6% | +15.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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