+255.5%
WMB vs BROS
+43.3%
+212.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +3.1% | -16.7% | +19.8% | +3.9% |
| 6M | -0.7% | -11.6% | +10.9% | -0.6% |
| YTD | +25.2% | -23.9% | +49.1% | +26.4% |
| 1Y | +32.9% | -34.8% | +67.7% | +35.5% |
| 3Y | +140.6% | +62.1% | +78.5% | +127.0% |
| All | +255.5% | +43.3% | +212.1% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling