-4.6%
BROS vs WWD
+183.4%
-188.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -20.4% | +3.7% | -24.1% | -21.3% |
| 30D | -6.1% | +1.8% | -7.9% | -6.6% |
| 3M | -29.4% | -5.0% | -24.4% | -27.7% |
| 6M | -31.5% | -8.4% | -23.1% | -29.5% |
| YTD | -42.8% | +12.3% | -55.1% | -47.6% |
| 1Y | -37.5% | +26.2% | -63.7% | -46.5% |
| 3Y | +27.2% | +154.6% | -127.4% | -26.2% |
| 5Y | -47.0% | +195.3% | -242.2% | -74.8% |
| All | -4.6% | +183.4% | -188.0% | -57.3% |
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