-41.5%
BROS vs WAB
+44.7%
-86.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -2.5% | +7.9% | -10.4% | -6.4% |
| 30D | -11.2% | +4.9% | -16.1% | -12.6% |
| 3M | -33.9% | +1.8% | -35.7% | -34.2% |
| 6M | -33.5% | +12.0% | -45.4% | -37.6% |
| YTD | -44.9% | +41.3% | -86.2% | -59.6% |
| 1Y | -41.5% | +43.8% | -85.3% | -58.6% |
| All | -41.5% | +44.7% | -86.2% | -58.6% |
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 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