+5.2%
WBD vs BROS
+33.7%
-28.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | -0.6% | -6.1% | +5.5% | +0.7% |
| 30D | +4.2% | -12.4% | +16.5% | +6.8% |
| 3M | +7.5% | -27.9% | +35.4% | +13.5% |
| 6M | +1.6% | -16.8% | +18.4% | +3.2% |
| YTD | -2.2% | -29.0% | +26.9% | +2.4% |
| 1Y | +124.9% | -33.2% | +158.1% | +137.0% |
| 3Y | +149.1% | +56.8% | +92.4% | +110.1% |
| All | +5.2% | +33.7% | -28.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling