+62.1%
WM vs BRO
+14.1%
+48.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +1.2% | -5.1% | +6.3% | +2.9% |
| 30D | +15.2% | +10.4% | +4.8% | +11.5% |
| 3M | +8.3% | -0.5% | +8.8% | +8.2% |
| 6M | +13.1% | +27.1% | -14.0% | +4.4% |
| YTD | +12.5% | -10.6% | +23.1% | +15.5% |
| 1Y | +21.8% | -11.1% | +32.9% | +25.2% |
| 3Y | +48.8% | -1.0% | +49.7% | +46.2% |
| 5Y | +62.1% | +13.4% | +48.7% | +47.9% |
| All | +62.1% | +14.1% | +48.0% | +47.9% |
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