+69.5%
WM vs BROS
+10.5%
+59.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +3.0% |
| 30D | +13.0% | -8.3% | +21.4% | +13.2% |
| 3M | +9.2% | -29.8% | +39.0% | +10.2% |
| 6M | +13.6% | -25.8% | +39.5% | +14.1% |
| YTD | +12.4% | -41.4% | +53.8% | +13.6% |
| 1Y | +21.2% | -35.2% | +56.4% | +22.0% |
| 3Y | +48.7% | +32.8% | +15.9% | +43.8% |
| 5Y | +61.9% | -42.2% | +104.0% | +57.2% |
| All | +69.5% | +10.5% | +59.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling