-2.1%
BROS vs WWD
+176.1%
-178.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.8% |
| 7D | +6.3% | +4.0% | +2.4% | +4.4% |
| 30D | -8.3% | +0.4% | -8.8% | -8.2% |
| 3M | -29.8% | -7.9% | -21.9% | -27.0% |
| 6M | -25.8% | -10.6% | -15.2% | -22.7% |
| YTD | -41.4% | +9.4% | -50.8% | -45.6% |
| 1Y | -35.2% | +25.7% | -60.9% | -44.5% |
| 3Y | +32.8% | +148.5% | -115.8% | -22.0% |
| 5Y | -42.2% | +189.5% | -231.7% | -71.9% |
| All | -2.1% | +176.1% | -178.3% | -55.7% |
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