+20.4%
WM vs BROS
-35.4%
+55.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +1.2% | -19.0% | +20.2% | +0.9% |
| 30D | +13.7% | -7.3% | +20.9% | +13.6% |
| 3M | +5.2% | -31.2% | +36.4% | +4.5% |
| 6M | +11.2% | -33.0% | +44.2% | +9.8% |
| YTD | +9.4% | -42.4% | +51.8% | +8.3% |
| 1Y | +20.4% | -37.7% | +58.1% | +18.6% |
| All | +20.4% | -35.4% | +55.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling