+109.6%
WFC vs BROS
+10.5%
+99.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.4% |
| 7D | +2.5% | +6.3% | -3.8% | +1.7% |
| 30D | +7.0% | -8.3% | +15.3% | +7.7% |
| 3M | -1.8% | -29.8% | +28.0% | +1.9% |
| 6M | +18.4% | -25.8% | +44.2% | +21.2% |
| YTD | -5.6% | -41.4% | +35.8% | -1.1% |
| 1Y | +3.9% | -35.2% | +39.0% | +7.4% |
| 3Y | +126.3% | +32.8% | +93.6% | +111.0% |
| 5Y | +91.1% | -42.2% | +133.3% | +82.2% |
| All | +109.6% | +10.5% | +99.2% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling