-4.6%
BROS vs BWA
+44.7%
-49.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | -20.4% | +1.7% | -22.1% | -20.5% |
| 30D | -6.1% | -14.6% | +8.5% | -0.3% |
| 3M | -29.4% | -26.2% | -3.1% | -21.2% |
| 6M | -31.5% | -18.4% | -13.1% | -27.4% |
| YTD | -42.8% | +14.7% | -57.5% | -48.6% |
| 1Y | -37.5% | +13.3% | -50.8% | -43.5% |
| 3Y | +27.2% | +64.7% | -37.5% | -6.6% |
| 5Y | -47.0% | +32.2% | -79.1% | -64.8% |
| All | -4.6% | +44.7% | -49.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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