+32.7%
BROS vs WAT
+85.3%
-52.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.5% | +5.5% |
| 7D | -17.9% | +6.0% | -24.0% | -19.0% |
| 30D | -5.4% | +9.9% | -15.3% | -7.5% |
| 3M | -32.1% | +17.2% | -49.2% | -34.8% |
| 6M | -31.7% | +34.2% | -65.9% | -37.1% |
| YTD | -41.2% | +25.5% | -66.7% | -45.4% |
| 1Y | -32.6% | +28.3% | -60.9% | -37.8% |
| 3Y | +32.7% | +88.4% | -55.7% | +4.1% |
| All | +32.7% | +85.3% | -52.6% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling