+25.1%
BROS vs WAB
+226.9%
-201.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -0.9% | +1.7% | -2.6% | -2.1% |
| 30D | -13.5% | -2.4% | -11.0% | -12.0% |
| 3M | -18.4% | +9.7% | -28.1% | -25.1% |
| 6M | -10.6% | +16.5% | -27.1% | -21.7% |
| YTD | -25.1% | +33.7% | -58.8% | -41.1% |
| 1Y | -28.6% | +49.7% | -78.3% | -48.7% |
| 3Y | +65.6% | +170.9% | -105.4% | -21.1% |
| All | +25.1% | +226.9% | -201.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling