+27.0%
BROS vs WY
-16.1%
+43.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -6.7% | -1.7% | -4.9% | -5.6% |
| 30D | -29.1% | -10.1% | -19.0% | -24.0% |
| 3M | -16.7% | -5.1% | -11.6% | -14.4% |
| 6M | -11.6% | -4.8% | -6.8% | -9.6% |
| YTD | -23.9% | -0.2% | -23.7% | -25.2% |
| 1Y | -34.8% | -6.6% | -28.2% | -33.3% |
| 3Y | +62.1% | -22.7% | +84.8% | +83.2% |
| All | +27.0% | -16.1% | +43.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling