-20.3%
BROS vs WETO
-99.3%
+79.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.4% | -10.5% | +1.0% |
| 7D | +2.5% | +3.6% | -1.1% | +2.5% |
| 30D | +15.1% | -17.2% | +32.3% | +15.0% |
| 3M | -31.4% | -83.7% | +52.3% | -32.2% |
| 6M | -22.6% | -98.3% | +75.6% | -23.1% |
| YTD | -28.1% | -99.0% | +70.8% | -26.7% |
| 1Y | -20.3% | -99.4% | +79.1% | -10.1% |
| All | -20.3% | -99.3% | +79.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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