+22.6%
BROS vs WTW
+43.0%
-20.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.3% |
| 7D | -6.6% | -7.1% | +0.5% | -3.3% |
| 30D | -12.3% | -8.5% | -3.8% | -8.5% |
| 3M | -22.2% | +20.6% | -42.8% | -29.6% |
| 6M | -14.3% | +7.2% | -21.5% | -18.5% |
| YTD | -26.6% | -3.9% | -22.7% | -26.4% |
| 1Y | -31.5% | -3.6% | -27.9% | -31.8% |
| 3Y | +62.3% | +60.7% | +1.6% | +4.6% |
| All | +22.6% | +43.0% | -20.4% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling