+51.6%
WM vs BRO
+17.6%
+34.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -1.2% | -7.6% | +6.5% | +1.4% |
| 30D | -4.5% | -6.9% | +2.4% | -2.3% |
| 3M | -2.2% | +12.8% | -15.0% | -6.1% |
| 6M | -11.5% | -5.9% | -5.6% | -10.2% |
| YTD | -0.7% | -15.9% | +15.2% | +4.2% |
| 1Y | +0.3% | -28.1% | +28.5% | +10.9% |
| 3Y | +44.2% | -7.0% | +51.2% | +44.7% |
| 5Y | +51.6% | +18.0% | +33.6% | +36.5% |
| All | +51.6% | +17.6% | +34.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling