+19.4%
BRO vs BBWI
-67.2%
+86.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.7% |
| 7D | -7.3% | -4.8% | -2.5% | -7.0% |
| 30D | -6.9% | +3.5% | -10.3% | -7.2% |
| 3M | +10.7% | -0.3% | +11.0% | +10.4% |
| 6M | -2.7% | -5.4% | +2.7% | -2.9% |
| YTD | -16.3% | -4.7% | -11.6% | -16.7% |
| 1Y | -29.1% | -30.5% | +1.4% | -27.6% |
| 3Y | -7.8% | -44.3% | +36.5% | -6.6% |
| All | +19.4% | -67.2% | +86.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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