+29.5%
BROS vs BWA
+65.2%
-35.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -20.4% | +1.7% | -22.1% | -20.5% |
| 30D | -6.1% | -14.6% | +8.5% | -1.6% |
| 3M | -29.4% | -26.2% | -3.1% | -23.0% |
| 6M | -31.5% | -18.4% | -13.1% | -28.4% |
| YTD | -42.8% | +14.7% | -57.5% | -48.4% |
| 1Y | -37.5% | +13.3% | -50.8% | -43.4% |
| All | +29.5% | +65.2% | -35.7% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling