-24.5%
BRO vs WSM
+19.9%
-44.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -2.6% | -3.3% | +0.7% | -2.3% |
| 30D | +0.9% | -8.4% | +9.3% | +1.6% |
| 3M | +24.8% | +9.7% | +15.1% | +23.8% |
| 6M | -0.1% | +16.7% | -16.8% | -1.6% |
| YTD | -9.7% | +28.7% | -38.4% | -11.3% |
| 1Y | -24.5% | +13.7% | -38.1% | -25.4% |
| All | -24.5% | +19.9% | -44.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling