+28.2%
BROS vs WWD
+155.8%
-127.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -19.0% | +0.4% | -19.5% | -18.8% |
| 30D | -7.3% | -0.4% | -6.8% | -6.8% |
| 3M | -31.2% | -6.1% | -25.1% | -29.3% |
| 6M | -33.0% | -9.5% | -23.5% | -31.0% |
| YTD | -42.4% | +10.8% | -53.2% | -46.5% |
| 1Y | -37.7% | +23.5% | -61.3% | -45.7% |
| 3Y | +28.2% | +151.3% | -123.1% | -4.7% |
| All | +28.2% | +155.8% | -127.6% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling