+13.6%
WM vs BRO
+31.1%
-17.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +13.0% | +11.3% | +1.7% | +8.3% |
| 3M | +9.2% | +0.7% | +8.5% | +8.6% |
| 6M | +13.6% | +32.9% | -19.3% | +3.2% |
| All | +13.6% | +31.1% | -17.5% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling