+25.1%
BROS vs BWA
+87.0%
-61.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -0.9% | +4.3% | -5.2% | -2.4% |
| 30D | -13.5% | -2.9% | -10.6% | -12.8% |
| 3M | -18.4% | -12.4% | -6.0% | -14.8% |
| 6M | -10.6% | +28.6% | -39.1% | -20.2% |
| YTD | -25.1% | +48.2% | -73.3% | -38.6% |
| 1Y | -28.6% | +50.9% | -79.6% | -42.2% |
| 3Y | +65.6% | +72.2% | -6.6% | +21.3% |
| All | +25.1% | +87.0% | -61.9% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling