-4.6%
BROS vs WAB
+249.6%
-254.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -20.4% | +3.1% | -23.5% | -21.5% |
| 30D | -6.1% | +6.4% | -12.5% | -9.5% |
| 3M | -29.4% | +2.2% | -31.5% | -30.1% |
| 6M | -31.5% | +13.7% | -45.2% | -38.4% |
| YTD | -42.8% | +43.0% | -85.8% | -56.9% |
| 1Y | -37.5% | +47.0% | -84.5% | -53.8% |
| 3Y | +27.2% | +174.4% | -147.2% | -39.6% |
| 5Y | -47.0% | +222.2% | -269.1% | -79.4% |
| All | -4.6% | +249.6% | -254.2% | -59.6% |
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