+4,053.8%
WAB vs BRO
+9,171.0%
-5,117.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -0.2% | -8.6% | +8.4% | +3.4% |
| 30D | -5.9% | -6.9% | +1.1% | -3.3% |
| 3M | +9.4% | +10.5% | -1.1% | +3.7% |
| 6M | +13.8% | -2.8% | +16.6% | +13.0% |
| YTD | +31.8% | -16.1% | +47.9% | +38.4% |
| 1Y | +48.5% | -27.6% | +76.1% | +65.3% |
| 3Y | +167.0% | -7.3% | +174.2% | +163.0% |
| 5Y | +222.3% | +19.0% | +203.3% | +180.7% |
| 10Y | +289.6% | +292.7% | -3.1% | +110.1% |
| All | +4,053.8% | +9,171.0% | -5,117.1% | +1,031.7% |
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