+27.0%
BROS vs WAB
+225.1%
-198.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -6.7% | -3.2% | -3.5% | -4.5% |
| 30D | -29.1% | -4.4% | -24.6% | -26.8% |
| 3M | -16.7% | +7.9% | -24.6% | -22.6% |
| 6M | -11.6% | +8.7% | -20.3% | -18.5% |
| YTD | -23.9% | +33.0% | -56.9% | -40.0% |
| 1Y | -34.8% | +46.7% | -81.4% | -52.4% |
| 3Y | +62.1% | +153.0% | -90.9% | -19.0% |
| All | +27.0% | +225.1% | -198.1% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling