+18.4%
WMB vs BROS
-40.8%
+59.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +0.8% |
| 7D | +8.1% | -2.5% | +10.6% | +8.1% |
| 30D | -6.9% | -11.2% | +4.4% | -6.4% |
| 3M | -5.1% | -33.9% | +28.8% | -5.2% |
| 6M | -5.7% | -33.5% | +27.8% | -6.1% |
| YTD | +18.1% | -44.9% | +63.0% | +17.8% |
| 1Y | +18.4% | -41.5% | +59.9% | +16.9% |
| All | +18.4% | -40.8% | +59.3% | +16.9% |
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