+18.4%
BROS vs WWD
+178.6%
-160.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | -6.1% | -2.9% | -3.2% | -4.7% |
| 30D | -12.4% | -6.6% | -5.8% | -9.6% |
| 3M | -27.9% | -9.3% | -18.6% | -25.2% |
| 6M | -16.8% | -13.6% | -3.2% | -12.1% |
| YTD | -29.0% | +10.4% | -39.4% | -34.5% |
| 1Y | -33.2% | +39.9% | -73.1% | -46.2% |
| 3Y | +56.8% | +165.0% | -108.3% | -11.2% |
| All | +18.4% | +178.6% | -160.1% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling