+27.0%
BROS vs WAT
0.0%
+27.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -6.7% | -1.3% | -5.4% | -6.2% |
| 30D | -29.1% | +2.3% | -31.4% | -29.7% |
| 3M | -16.7% | +8.7% | -25.4% | -19.8% |
| 6M | -11.6% | +28.3% | -39.9% | -21.0% |
| YTD | -23.9% | +7.8% | -31.7% | -27.5% |
| 1Y | -34.8% | +36.6% | -71.4% | -44.0% |
| 3Y | +62.1% | +45.7% | +16.4% | +23.9% |
| All | +27.0% | 0.0% | +27.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling