+9,012.8%
WMT vs BRO
+25,535.4%
-16,522.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -7.3% | +7.3% | +1.1% |
| 30D | -7.4% | -6.9% | -0.6% | -6.5% |
| 3M | -10.9% | +10.7% | -21.5% | -12.2% |
| 6M | -12.7% | -2.7% | -10.0% | -12.6% |
| YTD | -3.2% | -16.3% | +13.1% | -1.2% |
| 1Y | +5.3% | -29.1% | +34.3% | +9.8% |
| 3Y | +101.9% | -7.8% | +109.7% | +102.7% |
| 5Y | +134.6% | +18.7% | +115.8% | +126.4% |
| 10Y | +440.4% | +291.9% | +148.5% | +350.9% |
| All | +9,012.8% | +25,535.4% | -16,522.6% | +6,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling