+27.0%
BROS vs WSM
+177.7%
-150.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.3% |
| 7D | -6.7% | -3.3% | -3.4% | -5.1% |
| 30D | -29.1% | -8.4% | -20.7% | -26.0% |
| 3M | -16.7% | +9.7% | -26.4% | -20.7% |
| 6M | -11.6% | +16.7% | -28.3% | -18.4% |
| YTD | -23.9% | +28.7% | -52.6% | -33.1% |
| 1Y | -34.8% | +13.7% | -48.4% | -39.3% |
| 3Y | +62.1% | +230.1% | -168.0% | -22.2% |
| All | +27.0% | +177.7% | -150.7% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling