+63.0%
BROS vs WTW
+61.9%
+1.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -5.8% | -5.7% | 0.0% | -4.8% |
| 30D | -14.0% | -7.3% | -6.7% | -12.9% |
| 3M | -32.5% | +21.5% | -54.0% | -34.6% |
| 6M | -14.9% | +9.6% | -24.5% | -16.5% |
| YTD | -28.3% | -3.3% | -25.0% | -28.0% |
| 1Y | -34.0% | -6.1% | -27.8% | -33.3% |
| 3Y | +63.0% | +61.8% | +1.1% | +66.8% |
| All | +63.0% | +61.9% | +1.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling