-8.1%
BROS vs BWA
+43.9%
-52.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -2.5% | +7.3% | -9.8% | -5.0% |
| 30D | -11.2% | -15.8% | +4.6% | -5.3% |
| 3M | -33.9% | -25.7% | -8.2% | -26.5% |
| 6M | -33.5% | -19.6% | -13.9% | -29.1% |
| YTD | -44.9% | +14.1% | -59.0% | -50.4% |
| 1Y | -41.5% | +12.2% | -53.7% | -46.9% |
| 3Y | +22.4% | +63.8% | -41.4% | -9.9% |
| 5Y | -45.7% | +28.7% | -74.4% | -65.1% |
| All | -8.1% | +43.9% | -52.0% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling