+51.6%
WM vs BROS
+43.3%
+8.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | -6.7% | +6.4% | -0.1% |
| 30D | -2.4% | -29.1% | +26.7% | -1.5% |
| 3M | +0.4% | -16.7% | +17.1% | +0.7% |
| 6M | -9.5% | -11.6% | +2.1% | -9.5% |
| YTD | +0.5% | -23.9% | +24.4% | +0.9% |
| 1Y | -1.1% | -34.8% | +33.7% | -0.2% |
| 3Y | +46.0% | +62.1% | -16.0% | +40.6% |
| All | +51.6% | +43.3% | +8.3% | +46.2% |
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