+180.3%
WMB vs BROS
-50.1%
+230.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -13.8% | -21.2% | +7.4% | -12.2% |
| 30D | -10.3% | -11.6% | +1.2% | -9.6% |
| 3M | -10.1% | -36.7% | +26.6% | -6.9% |
| 6M | -11.8% | -42.8% | +31.0% | -8.5% |
| YTD | +8.9% | -44.8% | +53.8% | +12.9% |
| 1Y | +14.0% | -36.5% | +50.5% | +16.4% |
| 3Y | +100.5% | +27.0% | +73.6% | +88.2% |
| All | +180.3% | -50.1% | +230.4% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling