+26.9%
WMT vs BRO
-4.7%
+31.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +5.3% | +9.9% | -4.6% | +3.5% |
| 30D | +19.1% | +22.3% | -3.2% | +15.0% |
| 3M | +14.0% | +5.3% | +8.6% | +12.5% |
| 6M | -1.9% | +30.3% | -32.3% | -5.5% |
| YTD | +15.4% | -5.7% | +21.1% | +18.2% |
| 1Y | +26.9% | -3.5% | +30.4% | +28.2% |
| All | +26.9% | -4.7% | +31.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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