-34.0%
BROS vs WWD
+41.6%
-75.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -5.8% | -2.6% | -3.2% | -5.0% |
| 30D | -14.0% | -6.9% | -7.0% | -12.1% |
| 3M | -32.5% | -13.0% | -19.4% | -30.1% |
| 6M | -14.9% | -12.5% | -2.5% | -12.8% |
| YTD | -28.3% | +11.8% | -40.1% | -31.0% |
| 1Y | -34.0% | +41.1% | -75.0% | -42.0% |
| All | -34.0% | +41.6% | -75.5% | -42.0% |
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