+23.4%
BA vs WMB
+284.4%
-261.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -0.6% | +8.1% | -8.6% | -4.4% |
| 30D | -8.0% | -6.9% | -1.1% | -5.5% |
| 3M | -25.8% | -5.1% | -20.7% | -24.8% |
| 6M | -27.6% | -5.7% | -21.9% | -27.1% |
| YTD | -21.0% | +18.1% | -39.1% | -30.1% |
| 1Y | -12.3% | +18.4% | -30.7% | -22.7% |
| 3Y | -12.8% | +122.7% | -135.5% | -48.3% |
| 5Y | -22.4% | +202.0% | -224.4% | -62.3% |
| All | +23.4% | +284.4% | -261.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling