-23.1%
BA vs WMB
+180.0%
-203.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.1% |
| 7D | -0.1% | -14.2% | +14.1% | +4.1% |
| 30D | -9.1% | -11.2% | +2.1% | -6.5% |
| 3M | -28.2% | -9.9% | -18.3% | -26.6% |
| 6M | -23.1% | -14.4% | -8.8% | -20.6% |
| YTD | -20.6% | +9.2% | -29.8% | -25.4% |
| 1Y | -12.7% | +15.1% | -27.8% | -20.0% |
| 3Y | -11.6% | +99.2% | -110.8% | -38.7% |
| 5Y | -23.1% | +180.2% | -203.4% | -56.4% |
| All | -23.1% | +180.0% | -203.1% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling