-4.6%
BROS vs BBWI
-60.9%
+56.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -20.4% | -7.7% | -12.7% | -17.8% |
| 30D | -6.1% | +24.8% | -30.8% | -12.4% |
| 3M | -29.4% | +16.2% | -45.6% | -33.2% |
| 6M | -31.5% | +15.8% | -47.3% | -35.7% |
| YTD | -42.8% | +11.4% | -54.2% | -46.3% |
| 1Y | -37.5% | +3.2% | -40.7% | -40.9% |
| 3Y | +27.2% | -23.5% | +50.7% | +23.4% |
| 5Y | -47.0% | -67.4% | +20.4% | -21.7% |
| All | -4.6% | -60.9% | +56.3% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling