+66.9%
BROS vs WSM
+232.0%
-165.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.6% | +2.6% | -9.2% | -7.5% |
| 30D | -12.3% | -9.3% | -3.1% | -9.0% |
| 3M | -22.2% | +7.1% | -29.3% | -24.4% |
| 6M | -14.3% | +21.7% | -36.0% | -20.8% |
| YTD | -26.6% | +28.7% | -55.3% | -33.5% |
| 1Y | -31.5% | +13.9% | -45.4% | -35.3% |
| All | +66.9% | +232.0% | -165.1% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling