+65.0%
WM vs BROS
+8.6%
+56.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +1.2% | -19.0% | +20.2% | +1.7% |
| 30D | +13.7% | -7.3% | +20.9% | +13.8% |
| 3M | +5.2% | -31.2% | +36.4% | +6.2% |
| 6M | +11.2% | -33.0% | +44.2% | +12.0% |
| YTD | +9.4% | -42.4% | +51.8% | +10.6% |
| 1Y | +20.4% | -37.7% | +58.1% | +21.3% |
| 3Y | +44.7% | +28.2% | +16.5% | +40.1% |
| 5Y | +58.5% | -43.4% | +101.8% | +54.0% |
| All | +65.0% | +8.6% | +56.5% | +60.3% |
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