+10,605.7%
WAT vs BRO
+9,107.8%
+1,498.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | -1.8% | -7.6% | +5.9% | +0.7% |
| 30D | -1.7% | -6.9% | +5.2% | +0.5% |
| 3M | +9.1% | +12.8% | -3.7% | +4.2% |
| 6M | +32.4% | -5.9% | +38.3% | +33.6% |
| YTD | +6.6% | -15.9% | +22.5% | +11.5% |
| 1Y | +34.7% | -28.1% | +62.8% | +47.9% |
| 3Y | +53.6% | -7.0% | +60.6% | +53.6% |
| 5Y | -4.1% | +18.0% | -22.1% | -12.0% |
| 10Y | +167.9% | +293.9% | -126.0% | +72.4% |
| All | +10,605.7% | +9,107.8% | +1,498.0% | +4,732.9% |
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