-33.2%
BROS vs BBWI
-35.0%
+1.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -6.1% | -8.0% | +2.0% | -4.4% |
| 30D | -12.4% | -6.6% | -5.7% | -11.4% |
| 3M | -27.9% | -2.7% | -25.2% | -27.5% |
| 6M | -16.8% | -12.8% | -4.0% | -15.3% |
| YTD | -29.0% | -10.5% | -18.6% | -27.6% |
| 1Y | -33.2% | -35.3% | +2.1% | -31.4% |
| All | -33.2% | -35.0% | +1.8% | -31.4% |
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