+11,940.0%
BRO vs BWA
+3,394.0%
+8,546.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -6.9% | -5.5% | -1.5% | -6.0% |
| 3M | +10.5% | -7.6% | +18.1% | +11.6% |
| 6M | -2.8% | +25.0% | -27.7% | -8.7% |
| YTD | -16.1% | +47.0% | -63.1% | -24.7% |
| 1Y | -27.6% | +54.0% | -81.6% | -35.9% |
| 3Y | -7.3% | +70.7% | -78.0% | -21.6% |
| 5Y | +19.0% | +86.7% | -67.7% | -3.2% |
| 10Y | +292.7% | +154.0% | +138.8% | +181.7% |
| All | +11,940.0% | +3,394.0% | +8,546.1% | +5,211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling