-20.3%
BROS vs WTW
+8.6%
-28.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.6% |
| 7D | +2.5% | +4.9% | -2.4% | +1.9% |
| 30D | +15.1% | +17.1% | -2.0% | +13.0% |
| 3M | -31.4% | -0.3% | -31.0% | -31.8% |
| 6M | -22.6% | +30.7% | -53.3% | -24.2% |
| YTD | -28.1% | +3.7% | -31.9% | -28.2% |
| 1Y | -20.3% | +5.9% | -26.1% | -19.7% |
| All | -20.3% | +8.6% | -28.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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