+2.5%
WFC vs BROS
-18.6%
+21.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +4.5% | +2.5% | +2.0% | +4.2% |
| 30D | +7.4% | +15.1% | -7.7% | +5.5% |
| 3M | -0.5% | -31.4% | +30.9% | +3.7% |
| 6M | +11.7% | -22.6% | +34.3% | +13.3% |
| YTD | -4.6% | -28.1% | +23.5% | -4.3% |
| 1Y | +2.5% | -20.3% | +22.8% | +1.3% |
| All | +2.5% | -18.6% | +21.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling