+19.7%
BROS vs WSM
+176.2%
-156.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.5% |
| 7D | -5.8% | -0.5% | -5.2% | -5.5% |
| 30D | -14.0% | -7.7% | -6.2% | -10.5% |
| 3M | -32.5% | +3.8% | -36.3% | -33.9% |
| 6M | -14.9% | +22.7% | -37.6% | -23.4% |
| YTD | -28.3% | +28.0% | -56.3% | -36.8% |
| 1Y | -34.0% | +12.7% | -46.7% | -38.3% |
| 3Y | +63.0% | +231.3% | -168.3% | -21.9% |
| All | +19.7% | +176.2% | -156.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling