-29.1%
BRO vs WWD
+41.6%
-70.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -7.3% | -2.6% | -4.7% | -7.4% |
| 30D | -6.9% | -6.9% | +0.1% | -7.0% |
| 3M | +10.7% | -13.0% | +23.7% | +9.9% |
| 6M | -2.7% | -12.5% | +9.8% | -3.3% |
| YTD | -16.3% | +11.8% | -28.2% | -18.9% |
| 1Y | -29.1% | +41.1% | -70.1% | -32.5% |
| All | -29.1% | +41.6% | -70.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling