+18.4%
BROS vs WAB
+222.1%
-203.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -6.1% | -0.2% | -5.9% | -5.9% |
| 30D | -12.4% | -5.9% | -6.5% | -8.6% |
| 3M | -27.9% | +9.4% | -37.3% | -33.6% |
| 6M | -16.8% | +13.8% | -30.6% | -25.9% |
| YTD | -29.0% | +31.8% | -60.8% | -43.7% |
| 1Y | -33.2% | +48.5% | -81.7% | -51.7% |
| 3Y | +56.8% | +167.0% | -110.2% | -24.6% |
| All | +18.4% | +222.1% | -203.7% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling