+641.7%
BE vs WMB
+258.3%
+383.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.7% |
| 7D | -13.4% | -6.9% | -6.4% | -6.8% |
| 30D | -33.9% | -7.2% | -26.7% | -28.8% |
| 3M | -12.0% | -5.4% | -6.5% | -7.4% |
| 6M | -29.0% | -4.9% | -24.1% | -26.6% |
| YTD | +113.4% | +14.7% | +98.7% | +85.9% |
| 1Y | +33.2% | +14.7% | +18.5% | +16.8% |
| 3Y | +1,659.2% | +116.4% | +1,542.8% | +789.8% |
| 5Y | +461.4% | +198.5% | +262.8% | +109.7% |
| All | +641.7% | +258.3% | +383.4% | +55.3% |
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