+25,535.4%
BRO vs BBWI
+980.0%
+24,555.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.1% |
| 7D | -7.3% | -4.8% | -2.5% | -6.7% |
| 30D | -6.9% | +3.5% | -10.3% | -7.5% |
| 3M | +10.7% | -0.3% | +11.0% | +10.2% |
| 6M | -2.7% | -5.4% | +2.7% | -3.1% |
| YTD | -16.3% | -4.7% | -11.6% | -17.1% |
| 1Y | -29.1% | -30.5% | +1.4% | -27.2% |
| 3Y | -7.8% | -44.3% | +36.5% | -5.9% |
| 5Y | +18.7% | -66.9% | +85.6% | +27.4% |
| 10Y | +291.9% | -55.3% | +347.2% | +258.5% |
| All | +25,535.4% | +980.0% | +24,555.5% | +14,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling