+45.7%
WM vs BROS
+32.8%
+12.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | +0.1% |
| 7D | -0.5% | -17.9% | +17.5% | -0.3% |
| 30D | +13.3% | -5.4% | +18.7% | +13.3% |
| 3M | +4.4% | -32.1% | +36.5% | +4.8% |
| 6M | +10.8% | -31.7% | +42.5% | +11.0% |
| YTD | +9.1% | -41.2% | +50.2% | +9.4% |
| 1Y | +19.1% | -32.6% | +51.7% | +19.1% |
| 3Y | +45.7% | +32.7% | +13.0% | +45.3% |
| All | +45.7% | +32.8% | +12.9% | +45.3% |
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 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