+5.4%
WBD vs BROS
+43.3%
-38.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | -1.8% | -6.7% | +4.9% | -0.5% |
| 30D | +8.8% | -29.1% | +37.8% | +15.9% |
| 3M | +4.6% | -16.7% | +21.3% | +7.2% |
| 6M | +1.1% | -11.6% | +12.7% | +1.4% |
| YTD | -2.0% | -23.9% | +21.9% | +1.1% |
| 1Y | +140.0% | -34.8% | +174.8% | +154.3% |
| 3Y | +144.4% | +62.1% | +82.3% | +104.6% |
| All | +5.4% | +43.3% | -38.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling