+48.7%
WM vs BROS
+30.6%
+18.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.2% |
| 7D | +3.2% | +6.3% | -3.1% | +3.1% |
| 30D | +13.0% | -8.3% | +21.4% | +13.0% |
| 3M | +9.2% | -29.8% | +39.0% | +9.6% |
| 6M | +13.6% | -25.8% | +39.5% | +13.6% |
| YTD | +12.4% | -41.4% | +53.8% | +12.8% |
| 1Y | +21.2% | -35.2% | +56.4% | +21.3% |
| 3Y | +48.7% | +32.8% | +15.9% | +48.4% |
| All | +48.7% | +30.6% | +18.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling