-34.8%
BROS vs WTW
+3.0%
-37.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | -6.7% | -2.6% | -4.1% | -6.5% |
| 30D | -29.1% | -1.0% | -28.1% | -29.0% |
| 3M | -16.7% | +29.9% | -46.6% | -17.8% |
| 6M | -11.6% | +10.7% | -22.3% | -12.4% |
| YTD | -23.9% | +2.6% | -26.5% | -24.1% |
| 1Y | -34.8% | +2.8% | -37.5% | -38.1% |
| All | -34.8% | +3.0% | -37.8% | -38.1% |
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