-34.8%
BROS vs WWD
+41.9%
-76.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | -6.7% | +1.3% | -8.0% | -7.0% |
| 30D | -29.1% | -7.2% | -21.9% | -27.3% |
| 3M | -16.7% | -3.8% | -12.9% | -16.7% |
| 6M | -11.6% | -9.9% | -1.7% | -10.1% |
| YTD | -23.9% | +14.8% | -38.7% | -27.5% |
| 1Y | -34.8% | +42.1% | -76.9% | -43.9% |
| All | -34.8% | +41.9% | -76.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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