+23.7%
WMB vs BROS
-18.6%
+42.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.3% |
| 7D | -8.6% | +2.5% | -11.1% | -8.5% |
| 30D | -4.2% | +15.1% | -19.2% | -3.8% |
| 3M | -4.4% | -31.4% | +27.0% | -5.0% |
| 6M | -8.7% | -22.6% | +13.9% | -9.0% |
| YTD | +15.4% | -28.1% | +43.5% | +15.3% |
| 1Y | +23.7% | -20.3% | +44.0% | +21.6% |
| All | +23.7% | -18.6% | +42.4% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling