+13,680.6%
GWW vs BRO
+25,535.5%
-11,854.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -7.3% | +4.0% | -1.7% |
| 30D | -1.9% | -6.9% | +4.9% | -0.4% |
| 3M | -2.4% | +10.7% | -13.1% | -4.9% |
| 6M | +15.7% | -2.7% | +18.4% | +15.7% |
| YTD | +27.6% | -16.3% | +43.9% | +31.6% |
| 1Y | +27.2% | -29.1% | +56.3% | +35.9% |
| 3Y | +89.7% | -7.8% | +97.5% | +90.0% |
| 5Y | +223.9% | +18.7% | +205.2% | +205.6% |
| 10Y | +567.1% | +291.9% | +275.2% | +406.1% |
| All | +13,680.6% | +25,535.5% | -11,854.8% | +8,403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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