-20.3%
BROS vs GWW
+55.5%
-75.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | -1.3% |
| 7D | +2.5% | +11.1% | -8.6% | -1.3% |
| 30D | +15.1% | +15.7% | -0.7% | +9.1% |
| 3M | -31.4% | +14.8% | -46.1% | -34.8% |
| 6M | -22.6% | +30.9% | -53.5% | -31.7% |
| YTD | -28.1% | +48.5% | -76.6% | -41.9% |
| 1Y | -20.3% | +57.1% | -77.4% | -41.1% |
| All | -20.3% | +55.5% | -75.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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