+8,577.3%
WFC vs BRO
+25,589.7%
-17,012.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.3% | -8.6% | +8.9% | +3.0% |
| 30D | +2.3% | -6.9% | +9.2% | +4.4% |
| 3M | +9.8% | +10.5% | -0.7% | +5.8% |
| 6M | +15.6% | -2.8% | +18.3% | +15.5% |
| YTD | -2.4% | -16.1% | +13.7% | +1.6% |
| 1Y | +13.8% | -27.6% | +41.4% | +23.7% |
| 3Y | +134.6% | -7.3% | +141.9% | +133.5% |
| 5Y | +127.9% | +19.0% | +108.9% | +108.0% |
| 10Y | +141.8% | +292.7% | -150.9% | +61.7% |
| All | +8,577.3% | +25,589.7% | -17,012.4% | +4,377.2% |
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 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