+136.7%
WMT vs BROS
+43.3%
+93.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +3.9% | -6.7% | +10.6% | +4.3% |
| 30D | -4.4% | -29.1% | +24.7% | -2.5% |
| 3M | -8.8% | -16.7% | +7.9% | -8.0% |
| 6M | -15.6% | -11.6% | -4.0% | -15.5% |
| YTD | -3.2% | -23.9% | +20.7% | -2.2% |
| 1Y | +7.0% | -34.8% | +41.8% | +9.0% |
| 3Y | +105.3% | +62.1% | +43.2% | +95.4% |
| All | +136.7% | +43.3% | +93.4% | +127.0% |
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