+122.9%
WFC vs BRO
+17.6%
+105.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.4% | -7.3% | +7.7% | +2.7% |
| 30D | +1.5% | -6.9% | +8.4% | +3.6% |
| 3M | +10.2% | +10.7% | -0.5% | +5.7% |
| 6M | +18.8% | -2.7% | +21.5% | +18.6% |
| YTD | -1.5% | -16.3% | +14.8% | +3.2% |
| 1Y | +13.5% | -29.1% | +42.6% | +26.1% |
| 3Y | +135.0% | -7.8% | +142.8% | +129.9% |
| All | +122.9% | +17.6% | +105.2% | +84.1% |
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