+25.1%
BROS vs WAT
-1.6%
+26.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -13.5% | -1.0% | -12.5% | -13.1% |
| 3M | -18.4% | +10.9% | -29.3% | -22.1% |
| 6M | -10.6% | +33.2% | -43.8% | -21.4% |
| YTD | -25.1% | +6.1% | -31.1% | -28.1% |
| 1Y | -28.6% | +30.2% | -58.9% | -37.5% |
| 3Y | +65.6% | +52.9% | +12.7% | +22.0% |
| All | +25.1% | -1.6% | +26.7% | +24.5% |
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