+26,336.4%
WM vs BRO
+27,561.0%
-1,224.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | -2.4% | +0.9% | -3.3% | -2.6% |
| 3M | +0.4% | +24.8% | -24.3% | -3.8% |
| 6M | -9.5% | -0.1% | -9.4% | -9.7% |
| YTD | +0.5% | -9.7% | +10.2% | +2.0% |
| 1Y | -1.1% | -24.5% | +23.4% | +3.7% |
| 3Y | +46.0% | -1.6% | +47.7% | +45.2% |
| 5Y | +51.8% | +25.6% | +26.2% | +43.4% |
| 10Y | +307.5% | +309.8% | -2.3% | +220.3% |
| All | +26,336.4% | +27,561.0% | -1,224.7% | +16,818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling