+13.0%
WMB vs BROS
-34.1%
+47.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +3.6% |
| 7D | -6.7% | -17.9% | +11.3% | -6.6% |
| 30D | -8.6% | -5.4% | -3.2% | -8.1% |
| 3M | -4.9% | -32.1% | +27.1% | -5.2% |
| 6M | -6.3% | -31.7% | +25.4% | -6.7% |
| YTD | +13.0% | -41.2% | +54.2% | +12.6% |
| All | +13.0% | -34.1% | +47.1% | +11.1% |
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