+22.6%
BROS vs BWA
+84.2%
-61.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -12.3% | -5.6% | -6.8% | -10.7% |
| 3M | -22.2% | -10.7% | -11.5% | -19.3% |
| 6M | -14.3% | +23.2% | -37.5% | -22.3% |
| YTD | -26.6% | +46.0% | -72.5% | -39.5% |
| 1Y | -31.5% | +51.2% | -82.7% | -44.6% |
| 3Y | +62.3% | +69.6% | -7.3% | +19.6% |
| All | +22.6% | +84.2% | -61.6% | -14.3% |
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