+20.0%
WM vs BROS
-34.1%
+54.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | +0.2% |
| 7D | -0.5% | -17.9% | +17.5% | -0.7% |
| 30D | +13.3% | -5.4% | +18.7% | +13.2% |
| 3M | +4.4% | -32.1% | +36.5% | +3.6% |
| 6M | +10.8% | -31.7% | +42.5% | +9.5% |
| YTD | +9.1% | -41.2% | +50.2% | +8.0% |
| All | +20.0% | -34.1% | +54.1% | +18.3% |
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 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