+220.9%
WMB vs BROS
+10.8%
+210.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +3.2% |
| 7D | -6.7% | -17.9% | +11.3% | -5.5% |
| 30D | -8.6% | -5.4% | -3.2% | -8.4% |
| 3M | -4.9% | -32.1% | +27.1% | -2.7% |
| 6M | -6.3% | -31.7% | +25.4% | -4.6% |
| YTD | +13.0% | -41.2% | +54.2% | +15.9% |
| 1Y | +14.9% | -32.6% | +47.5% | +16.5% |
| 3Y | +113.4% | +32.7% | +80.7% | +103.9% |
| 5Y | +190.2% | -44.2% | +234.4% | +178.1% |
| All | +220.9% | +10.8% | +210.1% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling