+46.2%
WM vs BROS
+25.7%
+20.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | +1.2% | -21.2% | +22.4% | +1.5% |
| 30D | +13.1% | -11.6% | +24.6% | +13.2% |
| 3M | +3.6% | -36.7% | +40.3% | +4.1% |
| 6M | +8.1% | -42.8% | +50.9% | +8.5% |
| YTD | +8.9% | -44.8% | +53.7% | +9.4% |
| 1Y | +20.3% | -36.5% | +56.9% | +20.4% |
| 3Y | +46.2% | +27.0% | +19.2% | +46.0% |
| All | +46.2% | +25.7% | +20.5% | +46.0% |
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