-41.5%
BROS vs WAT
+19.9%
-61.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.1% |
| 7D | -2.5% | +2.0% | -4.5% | -3.1% |
| 30D | -11.2% | +7.7% | -18.9% | -12.8% |
| 3M | -33.9% | +11.1% | -45.0% | -35.8% |
| 6M | -33.5% | +31.2% | -64.7% | -39.1% |
| YTD | -44.9% | +21.7% | -66.6% | -50.0% |
| 1Y | -41.5% | +19.3% | -60.8% | -45.7% |
| All | -41.5% | +19.9% | -61.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling