RR=RandomReal[{-1.5,1.5},{101,3}]; SeedRandom[11];
RW=RandomFunction[BrownianBridgeProcess[{0,0},{1,1}],
{0, 1,.01},3]["ValueList"];
Graphics3D[Table[{Style[Tube[(Transpose@RW)[[i;;i+1]],.03],
ColorData["BrightBands"][.01i]],Style[Tube[RR[[i;;i+1]],.02],
ColorData["DarkBands"][.01i],Opacity[.2]]},{i,100}]]
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