+142.1%
WBD vs BROS
+59.1%
+83.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -0.7% | -5.8% | +5.0% | +0.6% |
| 30D | +1.4% | -14.0% | +15.4% | +4.7% |
| 3M | +4.4% | -32.5% | +36.9% | +12.7% |
| 6M | +0.8% | -14.9% | +15.7% | +1.5% |
| YTD | -2.7% | -28.3% | +25.6% | +2.0% |
| 1Y | +73.4% | -34.0% | +107.4% | +84.4% |
| 3Y | +142.1% | +63.0% | +79.2% | +66.8% |
| All | +142.1% | +59.1% | +83.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling