+31.8%
BA vs WMB
+267.1%
-235.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.1% | -13.8% | +14.9% | +8.4% |
| 30D | -7.9% | -10.3% | +2.4% | -3.7% |
| 3M | -25.3% | -10.1% | -15.3% | -22.3% |
| 6M | -24.6% | -11.8% | -12.7% | -21.5% |
| YTD | -20.1% | +8.9% | -29.1% | -26.4% |
| 1Y | -11.8% | +14.0% | -25.7% | -20.9% |
| 3Y | -10.1% | +100.5% | -110.7% | -43.7% |
| 5Y | -22.7% | +179.5% | -202.3% | -61.0% |
| All | +31.8% | +267.1% | -235.3% | -49.5% |
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