+3,955.7%
WEC vs BRO
+25,589.7%
-21,634.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | -8.6% | +7.3% | -0.2% |
| 30D | -0.4% | -6.9% | +6.6% | +0.5% |
| 3M | -6.8% | +10.5% | -17.3% | -8.1% |
| 6M | -6.4% | -2.8% | -3.6% | -6.4% |
| YTD | +2.5% | -16.1% | +18.6% | +4.3% |
| 1Y | -0.4% | -27.6% | +27.2% | +3.1% |
| 3Y | +38.5% | -7.3% | +45.8% | +38.8% |
| 5Y | +31.7% | +19.0% | +12.7% | +27.5% |
| 10Y | +146.6% | +292.7% | -146.2% | +113.5% |
| All | +3,955.7% | +25,589.7% | -21,634.0% | +3,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling