+101.9%
WMT vs BRO
-7.6%
+109.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -7.3% | +7.3% | +1.7% |
| 30D | -7.4% | -6.9% | -0.6% | -6.0% |
| 3M | -10.9% | +10.7% | -21.5% | -13.0% |
| 6M | -12.7% | -2.7% | -10.0% | -12.2% |
| YTD | -3.2% | -16.3% | +13.1% | +1.0% |
| 1Y | +5.3% | -29.1% | +34.3% | +14.9% |
| 3Y | +101.9% | -7.8% | +109.7% | +116.6% |
| All | +101.9% | -7.6% | +109.5% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling