-39.2%
BROS vs BWA
+13.0%
-52.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -20.4% | +1.7% | -22.1% | -20.5% |
| 30D | -6.1% | -14.6% | +8.5% | -3.5% |
| 3M | -29.4% | -26.2% | -3.1% | -25.7% |
| 6M | -31.5% | -18.4% | -13.1% | -30.0% |
| YTD | -42.8% | +14.7% | -57.5% | -50.5% |
| All | -39.2% | +13.0% | -52.3% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling