-2.1%
BROS vs WAT
+12.4%
-14.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.7% |
| 7D | +6.3% | +0.6% | +5.7% | +6.1% |
| 30D | -8.3% | +5.4% | -13.8% | -10.0% |
| 3M | -29.8% | +11.3% | -41.1% | -32.7% |
| 6M | -25.8% | +37.4% | -63.2% | -35.2% |
| YTD | -41.4% | +21.2% | -62.5% | -46.6% |
| 1Y | -35.2% | +21.3% | -56.5% | -41.0% |
| 3Y | +32.8% | +83.4% | -50.6% | -9.3% |
| 5Y | -42.2% | +29.0% | -71.1% | -51.1% |
| All | -2.1% | +12.4% | -14.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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