-3.8%
BROS vs BBWI
-61.0%
+57.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -19.0% | -4.2% | -14.8% | -17.4% |
| 30D | -7.3% | +24.9% | -32.1% | -13.5% |
| 3M | -31.2% | +13.2% | -44.4% | -34.4% |
| 6M | -33.0% | +12.1% | -45.2% | -36.4% |
| YTD | -42.4% | +11.1% | -53.4% | -45.8% |
| 1Y | -37.7% | +0.7% | -38.5% | -40.6% |
| 3Y | +28.2% | -23.8% | +51.9% | +24.5% |
| 5Y | -43.4% | -66.9% | +23.6% | -16.4% |
| All | -3.8% | -61.0% | +57.2% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling