+143.5%
WMB vs BROS
+67.2%
+76.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.6% | -6.7% | +7.2% | +1.0% |
| 30D | +3.3% | -29.1% | +32.3% | +5.6% |
| 3M | +3.1% | -16.7% | +19.8% | +3.9% |
| 6M | -0.7% | -11.6% | +10.9% | -0.8% |
| YTD | +25.2% | -23.9% | +49.1% | +26.5% |
| 1Y | +32.9% | -34.8% | +67.7% | +36.1% |
| All | +143.5% | +67.2% | +76.3% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling