+1,574.9%
BRO vs WTW
+1,102.0%
+472.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | -5.7% | -1.6% | -4.4% |
| 30D | -6.9% | -7.3% | +0.4% | -3.1% |
| 3M | +10.7% | +21.5% | -10.8% | 0.0% |
| 6M | -2.7% | +9.6% | -12.3% | -7.6% |
| YTD | -16.3% | -3.3% | -13.0% | -15.5% |
| 1Y | -29.1% | -6.1% | -22.9% | -27.2% |
| 3Y | -7.8% | +61.8% | -69.7% | -28.7% |
| 5Y | +18.7% | +42.7% | -23.9% | -2.3% |
| 10Y | +291.9% | +197.2% | +94.6% | +122.1% |
| All | +1,574.9% | +1,102.0% | +472.9% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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