+22.6%
BROS vs WWD
+182.7%
-160.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -6.6% | +0.6% | -7.2% | -6.9% |
| 30D | -12.3% | -5.1% | -7.2% | -10.3% |
| 3M | -22.2% | -11.2% | -11.0% | -18.5% |
| 6M | -14.3% | -12.0% | -2.2% | -10.2% |
| YTD | -26.6% | +12.0% | -38.5% | -32.7% |
| 1Y | -31.5% | +42.8% | -74.3% | -45.4% |
| 3Y | +62.3% | +168.9% | -106.7% | -8.8% |
| All | +22.6% | +182.7% | -160.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling