+117.2%
WFC vs BROS
+38.3%
+78.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | +0.4% | -6.6% | +7.0% | +1.2% |
| 30D | +2.5% | -12.3% | +14.8% | +4.0% |
| 3M | +10.0% | -22.2% | +32.2% | +12.6% |
| 6M | +15.1% | -14.3% | +29.3% | +16.1% |
| YTD | -2.2% | -26.6% | +24.4% | +0.2% |
| 1Y | +13.5% | -31.5% | +45.0% | +16.9% |
| 3Y | +135.2% | +62.3% | +73.0% | +114.8% |
| All | +117.2% | +38.3% | +78.8% | +106.0% |
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