+19.7%
BROS vs WY
-19.6%
+39.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -5.8% | -4.2% | -1.6% | -3.1% |
| 30D | -14.0% | -10.1% | -3.9% | -7.9% |
| 3M | -32.5% | -8.5% | -24.0% | -29.0% |
| 6M | -14.9% | -3.3% | -11.6% | -13.8% |
| YTD | -28.3% | -4.4% | -23.9% | -27.5% |
| 1Y | -34.0% | -11.5% | -22.5% | -29.9% |
| 3Y | +63.0% | -24.3% | +87.3% | +85.7% |
| All | +19.7% | -19.6% | +39.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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