-31.5%
BROS vs WAT
+30.7%
-62.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -6.6% | -1.8% | -4.8% | -6.1% |
| 30D | -12.3% | -1.7% | -10.7% | -11.9% |
| 3M | -22.2% | +9.1% | -31.3% | -24.2% |
| 6M | -14.3% | +32.4% | -46.7% | -22.3% |
| YTD | -26.6% | +6.6% | -33.1% | -30.1% |
| 1Y | -31.5% | +34.7% | -66.2% | -37.4% |
| All | -31.5% | +30.7% | -62.2% | -37.4% |
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