+27.0%
BROS vs BWA
+90.6%
-63.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.3% |
| 7D | -6.7% | +5.7% | -12.3% | -8.5% |
| 30D | -29.1% | +1.4% | -30.5% | -29.6% |
| 3M | -16.7% | -12.1% | -4.6% | -13.2% |
| 6M | -11.6% | +28.6% | -40.2% | -21.1% |
| YTD | -23.9% | +51.1% | -75.0% | -38.1% |
| 1Y | -34.8% | +55.9% | -90.7% | -47.9% |
| 3Y | +62.1% | +70.1% | -8.1% | +20.0% |
| All | +27.0% | +90.6% | -63.6% | -12.3% |
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 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