-8.1%
BROS vs WWD
+177.8%
-185.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.7% |
| 7D | -2.5% | +8.2% | -10.6% | -6.2% |
| 30D | -11.2% | -0.2% | -11.1% | -10.9% |
| 3M | -33.9% | -8.4% | -25.5% | -31.1% |
| 6M | -33.5% | -9.5% | -24.0% | -31.1% |
| YTD | -44.9% | +10.1% | -55.0% | -49.0% |
| 1Y | -41.5% | +21.6% | -63.1% | -48.9% |
| 3Y | +22.4% | +149.6% | -127.1% | -28.2% |
| 5Y | -45.7% | +191.3% | -237.0% | -73.7% |
| All | -8.1% | +177.8% | -185.9% | -58.5% |
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