-44.2%
BROS vs WAT
+35.9%
-80.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.5% | +5.0% |
| 7D | -17.9% | +6.0% | -24.0% | -19.5% |
| 30D | -5.4% | +9.9% | -15.3% | -8.6% |
| 3M | -32.1% | +17.2% | -49.2% | -36.2% |
| 6M | -31.7% | +34.2% | -65.9% | -39.6% |
| YTD | -41.2% | +25.5% | -66.7% | -47.2% |
| 1Y | -32.6% | +28.3% | -60.9% | -40.0% |
| 3Y | +32.7% | +88.4% | -55.7% | -10.2% |
| 5Y | -44.2% | +36.1% | -80.4% | -55.0% |
| All | -44.2% | +35.9% | -80.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling