-43.4%
BROS vs WWD
+188.4%
-231.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -19.0% | +0.4% | -19.5% | -18.7% |
| 30D | -7.3% | -0.4% | -6.8% | -6.7% |
| 3M | -31.2% | -6.1% | -25.1% | -29.0% |
| 6M | -33.0% | -9.5% | -23.5% | -30.6% |
| YTD | -42.4% | +10.8% | -53.2% | -47.2% |
| 1Y | -37.7% | +23.5% | -61.3% | -46.7% |
| 3Y | +28.2% | +151.3% | -123.1% | -28.9% |
| 5Y | -43.4% | +187.8% | -231.2% | -72.4% |
| All | -43.4% | +188.4% | -231.7% | -72.4% |
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