+285.2%
BRO vs BWA
+156.8%
+128.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -6.9% | -2.9% | -3.9% | -6.5% |
| 3M | +10.7% | -10.7% | +21.4% | +12.4% |
| 6M | -2.7% | +26.5% | -29.2% | -8.1% |
| YTD | -16.3% | +49.1% | -65.4% | -24.3% |
| 1Y | -29.1% | +52.1% | -81.1% | -36.3% |
| 3Y | -7.8% | +72.6% | -80.4% | -21.0% |
| 5Y | +18.7% | +89.4% | -70.7% | -2.8% |
| All | +285.2% | +156.8% | +128.4% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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