-20.3%
BROS vs BBWI
+2.4%
-22.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | +2.5% | +8.8% | -6.3% | +0.6% |
| 30D | +15.1% | +34.8% | -19.8% | +7.6% |
| 3M | -31.4% | +12.9% | -44.3% | -33.5% |
| 6M | -22.6% | +29.6% | -52.2% | -27.4% |
| YTD | -28.1% | +20.8% | -48.9% | -31.4% |
| 1Y | -20.3% | +4.1% | -24.3% | -23.5% |
| All | -20.3% | +2.4% | -22.6% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling