+92.7%
WFC vs BROS
-43.7%
+136.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +0.9% | -19.0% | +19.9% | +3.5% |
| 30D | +3.3% | -7.3% | +10.5% | +3.9% |
| 3M | -1.4% | -31.2% | +29.8% | +3.1% |
| 6M | +14.7% | -33.0% | +47.8% | +19.6% |
| YTD | -5.9% | -42.4% | +36.4% | -0.5% |
| 1Y | +1.8% | -37.7% | +39.6% | +6.4% |
| 3Y | +124.9% | +28.2% | +96.7% | +106.0% |
| 5Y | +92.7% | -43.4% | +136.1% | +85.8% |
| All | +92.7% | -43.7% | +136.5% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling