+1.3%
WAT vs BRO
+17.6%
-16.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.3% | -7.3% | +7.1% | +2.5% |
| 30D | -1.9% | -6.9% | +5.0% | +0.5% |
| 3M | +13.5% | +10.7% | +2.8% | +8.2% |
| 6M | +37.2% | -2.7% | +39.9% | +37.2% |
| YTD | +7.5% | -16.3% | +23.8% | +14.5% |
| 1Y | +35.0% | -29.1% | +64.1% | +53.6% |
| 3Y | +55.1% | -7.8% | +62.9% | +53.9% |
| All | +1.3% | +17.6% | -16.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling