+67.8%
WM vs BROS
+6.4%
+61.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -21.4% | +22.6% | +1.8% |
| 7D | +4.5% | -21.4% | +25.9% | +5.1% |
| 30D | +16.1% | -11.5% | +27.6% | +16.3% |
| 3M | +8.0% | -47.4% | +55.4% | +9.8% |
| 6M | +8.4% | -39.5% | +47.9% | +9.6% |
| YTD | +11.2% | -43.5% | +54.7% | +12.5% |
| 1Y | +22.3% | -37.8% | +60.1% | +23.3% |
| 3Y | +50.2% | +30.5% | +19.7% | +45.4% |
| 5Y | +63.3% | -49.1% | +112.4% | +59.0% |
| All | +67.8% | +6.4% | +61.4% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling