-20.3%
BROS vs WAB
+46.5%
-66.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.5% | +4.5% | -2.1% | +0.7% |
| 30D | +15.1% | +1.1% | +14.0% | +14.5% |
| 3M | -31.4% | -1.3% | -30.1% | -31.1% |
| 6M | -22.6% | +12.7% | -35.3% | -28.8% |
| YTD | -28.1% | +38.7% | -66.8% | -48.5% |
| 1Y | -20.3% | +44.9% | -65.2% | -48.2% |
| All | -20.3% | +46.5% | -66.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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