+36.6%
WAT vs BRO
-24.4%
+61.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | +2.3% | +0.9% | +1.4% | +2.1% |
| 3M | +8.7% | +24.8% | -16.0% | +4.0% |
| 6M | +28.3% | -0.1% | +28.4% | +30.4% |
| YTD | +7.8% | -9.7% | +17.5% | +12.6% |
| 1Y | +36.6% | -24.5% | +61.1% | +45.8% |
| All | +36.6% | -24.4% | +61.0% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling