+27.0%
BROS vs WWD
+189.8%
-162.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.2% |
| 7D | -6.7% | +1.3% | -8.0% | -7.3% |
| 30D | -29.1% | -7.2% | -21.9% | -26.5% |
| 3M | -16.7% | -3.8% | -12.9% | -16.2% |
| 6M | -11.6% | -9.9% | -1.7% | -8.4% |
| YTD | -23.9% | +14.8% | -38.7% | -31.1% |
| 1Y | -34.8% | +42.1% | -76.9% | -47.8% |
| 3Y | +62.1% | +170.8% | -108.7% | -9.1% |
| All | +27.0% | +189.8% | -162.8% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling